+1,083.8%
MSTR vs FLR
+603.8%
+480.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +12.2% | +5.4% | +6.7% | +10.3% |
| 30D | +45.2% | +11.4% | +33.8% | +39.9% |
| 3M | +10.4% | +11.4% | -1.0% | +6.0% |
| 6M | -2.5% | +16.6% | -19.1% | -9.0% |
| YTD | -6.0% | +41.7% | -47.7% | -17.6% |
| 1Y | -56.4% | +35.4% | -91.8% | -61.1% |
| 3Y | +306.3% | +57.3% | +249.0% | +237.6% |
| 5Y | +100.5% | +241.0% | -140.5% | +32.6% |
| 10Y | +741.1% | +16.6% | +724.4% | +499.6% |
| All | +1,083.8% | +603.8% | +480.0% | +324.2% |
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