+474.5%
MSTR vs MSFU
+103.9%
+370.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.0% | -5.6% |
| 7D | -4.0% | +14.6% | -18.5% | -11.3% |
| 30D | -18.6% | +2.1% | -20.7% | -19.8% |
| 3M | +25.6% | +14.7% | +10.9% | +15.5% |
| 6M | -33.1% | +55.7% | -88.7% | -50.6% |
| YTD | -17.3% | +7.1% | -24.4% | -24.9% |
| 1Y | -48.1% | -0.5% | -47.6% | -50.9% |
| 3Y | +154.2% | +35.7% | +118.5% | +81.6% |
| All | +474.5% | +103.9% | +370.6% | +222.7% |
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