-62.9%
MSTR vs FRMI
-93.4%
+30.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.6% |
| 7D | -4.0% | -24.7% | +20.8% | +0.5% |
| 30D | -18.6% | -51.6% | +33.0% | -8.6% |
| 3M | +25.6% | -73.1% | +98.7% | +53.7% |
| 6M | -33.1% | -68.3% | +35.2% | -23.6% |
| YTD | -17.3% | -79.3% | +61.9% | +0.2% |
| 1Y | -48.1% | -93.2% | +45.1% | -36.3% |
| All | -62.9% | -93.4% | +30.5% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling