+108.8%
MSTR vs FANG
+228.0%
-119.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.7% |
| 7D | -11.2% | +1.2% | -12.4% | -11.7% |
| 30D | +33.8% | +2.4% | +31.4% | +32.1% |
| 3M | +11.5% | +5.1% | +6.4% | +7.6% |
| 6M | -7.2% | +16.4% | -23.6% | -16.2% |
| YTD | -15.4% | +39.0% | -54.4% | -30.5% |
| 1Y | -60.6% | +50.6% | -111.2% | -69.1% |
| 3Y | +260.8% | +46.9% | +213.9% | +177.1% |
| 5Y | +108.8% | +238.2% | -129.4% | +11.1% |
| All | +108.8% | +228.0% | -119.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling