-64.2%
MSTR vs FRMI
-93.9%
+29.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.2% | +3.6% | -2.3% |
| 7D | -10.7% | -24.3% | +13.6% | -6.6% |
| 30D | -21.6% | -55.1% | +33.5% | -10.7% |
| 3M | +24.4% | -73.8% | +98.2% | +52.9% |
| 6M | -35.5% | -70.6% | +35.1% | -25.4% |
| YTD | -20.3% | -80.8% | +60.4% | -2.1% |
| 1Y | -49.3% | -93.9% | +44.6% | -37.2% |
| All | -64.2% | -93.9% | +29.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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