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  • MSTR vs F✓SelectedUSD · FMSTR vs F performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs F

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+736.9%
F return
+98.4%
Excess return
+638.5%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFExcessAlpha
1D-1.4%+1.5%-2.9%-2.2%
7D+12.2%+5.3%+6.8%+9.1%
30D+45.2%+4.6%+40.6%+41.5%
3M+10.4%-3.7%+14.0%+12.3%
6M-2.5%+16.8%-19.3%-12.4%
YTD-6.0%+15.3%-21.3%-15.2%
1Y-56.4%+31.0%-87.4%-63.6%
3Y+306.3%+45.4%+260.8%+213.0%
5Y+100.5%+54.7%+45.8%+57.8%
All+736.9%+98.4%+638.5%+460.4%

Cumulative growth

Daily Returns

Daily percentage return beside F.

Daily Out/Under-Performance

Portfolio return minus F return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × F 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 F 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