-31.0%
MSTR vs FPS
-55.1%
+24.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.0% | -7.3% | -1.6% |
| 7D | -1.2% | -24.5% | +23.3% | +3.0% |
| 30D | -15.9% | -52.1% | +36.1% | -5.4% |
| 3M | +33.1% | -48.4% | +81.5% | +47.5% |
| 6M | -31.0% | -54.4% | +23.4% | -27.2% |
| All | -31.0% | -55.1% | +24.1% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling