+49.9%
MSTR vs USFR
+21.3%
+28.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.8% |
| 30D | -15.9% | +0.4% | -16.3% | -17.9% |
| 3M | +33.1% | +1.1% | +32.1% | +24.6% |
| 6M | -31.0% | +2.1% | -33.0% | -39.9% |
| YTD | -15.1% | +3.4% | -18.6% | -34.3% |
| 1Y | -45.6% | +4.1% | -49.8% | -60.6% |
| 3Y | +180.5% | +14.4% | +166.1% | -21.1% |
| All | +49.9% | +21.3% | +28.6% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling