+814.0%
MSTR vs FOXA
+86.3%
+727.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | +7.7% | -5.4% | +13.1% | +10.7% |
| 30D | +36.3% | +1.1% | +35.2% | +34.7% |
| 3M | +13.4% | -6.1% | +19.5% | +14.2% |
| 6M | -4.5% | +8.2% | -12.7% | -11.2% |
| YTD | -12.7% | -11.8% | -0.9% | -9.6% |
| 1Y | -59.6% | +9.9% | -69.5% | -63.3% |
| 3Y | +272.5% | +110.7% | +161.7% | +136.8% |
| 5Y | +107.1% | +86.9% | +20.2% | +43.1% |
| All | +814.0% | +86.3% | +727.7% | +455.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling