+912.1%
MSTR vs USFR
+28.5%
+883.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -18.6% | +0.4% | -19.0% | -18.9% |
| 3M | +25.6% | +1.1% | +24.5% | +24.4% |
| 6M | -33.1% | +2.0% | -35.1% | -34.2% |
| YTD | -17.3% | +3.4% | -20.8% | -19.8% |
| 1Y | -48.1% | +4.1% | -52.2% | -50.0% |
| 3Y | +154.2% | +14.3% | +139.9% | +124.3% |
| 5Y | +46.2% | +21.3% | +24.9% | +22.9% |
| 10Y | +554.5% | +28.5% | +526.0% | +429.8% |
| All | +912.1% | +28.5% | +883.6% | +724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling