+410.6%
MSTR vs MSFU
+88.0%
+322.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | -2.8% | -10.7% | -12.4% |
| 30D | -22.1% | -5.3% | -16.8% | -20.0% |
| 3M | +15.0% | +7.2% | +7.7% | +9.7% |
| 6M | -37.3% | +51.0% | -88.3% | -53.2% |
| YTD | -26.5% | -1.2% | -25.3% | -30.3% |
| 1Y | -46.5% | -10.3% | -36.2% | -46.2% |
| 3Y | +121.1% | +22.2% | +98.9% | +67.7% |
| All | +410.6% | +88.0% | +322.6% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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