+138.2%
MSTR vs FRSH
-70.6%
+208.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | +1.1% |
| 7D | +12.2% | -8.2% | +20.3% | +17.4% |
| 30D | +45.2% | +10.5% | +34.7% | +37.6% |
| 3M | +10.4% | +32.7% | -22.4% | -6.3% |
| 6M | -2.5% | +50.3% | -52.8% | -23.9% |
| YTD | -6.0% | +3.9% | -9.9% | -11.5% |
| 1Y | -56.4% | -2.2% | -54.3% | -57.7% |
| 3Y | +306.3% | -42.9% | +349.2% | +384.8% |
| All | +138.2% | -70.6% | +208.7% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling