+308.9%
MSTR vs MSFU
+32.9%
+276.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | +0.8% |
| 7D | +12.2% | -5.7% | +17.9% | +15.9% |
| 30D | +45.2% | +4.2% | +41.0% | +41.7% |
| 3M | +10.4% | +27.9% | -17.5% | -5.8% |
| 6M | -2.5% | +37.1% | -39.6% | -22.1% |
| YTD | -6.0% | -7.4% | +1.4% | -6.0% |
| 1Y | -56.4% | -19.6% | -36.8% | -52.7% |
| All | +308.9% | +32.9% | +276.0% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling