+118.4%
MSTR vs FRSH
-72.5%
+190.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -8.3% | -6.6% | -1.7% | -4.9% |
| 30D | +38.1% | +2.1% | +36.0% | +36.5% |
| 3M | +9.0% | +29.0% | -20.0% | -6.1% |
| 6M | -5.3% | +48.6% | -53.9% | -25.5% |
| YTD | -13.8% | -2.9% | -10.9% | -15.9% |
| 1Y | -59.8% | -7.9% | -51.9% | -59.7% |
| 3Y | +282.2% | -46.5% | +328.7% | +373.4% |
| All | +118.4% | -72.5% | +190.9% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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