+17.4%
MSTR vs FPS
-13.1%
+30.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +16.0% | -18.6% | -7.2% |
| 7D | -4.0% | -8.0% | +4.0% | -3.4% |
| 30D | -18.6% | -43.5% | +24.9% | -5.0% |
| 3M | +25.6% | -41.6% | +67.2% | +43.4% |
| 6M | -33.1% | -44.0% | +11.0% | -29.1% |
| All | +17.4% | -13.1% | +30.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling