+968.8%
MSTR vs FLR
+482.5%
+486.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -15.9% | -9.1% | -6.8% | -13.3% |
| 3M | +33.1% | -4.7% | +37.8% | +34.8% |
| 6M | -31.0% | -14.2% | -16.7% | -28.8% |
| YTD | -15.1% | +17.3% | -32.4% | -20.9% |
| 1Y | -45.6% | +4.3% | -49.9% | -47.4% |
| 3Y | +180.5% | +30.7% | +149.8% | +147.9% |
| 5Y | +61.7% | +101.3% | -39.6% | +25.7% |
| 10Y | +578.0% | +12.4% | +565.6% | +389.9% |
| All | +968.8% | +482.5% | +486.4% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling