+659.5%
MSTR vs FANG
+182.5%
+477.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -8.3% | +2.9% | -11.2% | -9.0% |
| 30D | +38.1% | +2.6% | +35.5% | +37.0% |
| 3M | +9.0% | +7.6% | +1.4% | +6.3% |
| 6M | -5.3% | +17.3% | -22.6% | -10.5% |
| YTD | -13.8% | +38.7% | -52.5% | -22.1% |
| 1Y | -59.8% | +51.6% | -111.5% | -64.6% |
| 3Y | +282.2% | +50.0% | +232.2% | +235.7% |
| 5Y | +112.8% | +237.6% | -124.8% | +59.3% |
| All | +659.5% | +182.5% | +477.0% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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