+86.2%
MSTR vs FRSH
-70.7%
+156.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | +4.6% | -18.1% | -15.7% |
| 30D | -22.1% | -7.5% | -14.6% | -19.2% |
| 3M | +15.0% | -0.1% | +15.0% | +14.1% |
| 6M | -37.3% | +54.5% | -91.8% | -51.8% |
| YTD | -26.5% | +3.4% | -30.0% | -31.3% |
| 1Y | -46.5% | +6.4% | -52.9% | -50.7% |
| 3Y | +121.1% | -26.3% | +147.3% | +126.4% |
| 5Y | +37.5% | -66.4% | +103.9% | +55.5% |
| All | +86.2% | -70.7% | +156.9% | +113.5% |
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