+1,054.4%
MSTR vs FANG
+1,373.6%
-319.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | +9.3% | -1.7% | +11.0% | +9.8% |
| 30D | +36.5% | +6.8% | +29.7% | +34.0% |
| 3M | +7.3% | +1.3% | +6.0% | +6.3% |
| 6M | +2.2% | +11.8% | -9.6% | -2.1% |
| YTD | -10.2% | +35.1% | -45.2% | -18.1% |
| 1Y | -58.6% | +48.9% | -107.6% | -63.3% |
| 3Y | +283.2% | +42.8% | +240.4% | +241.2% |
| 5Y | +113.8% | +230.3% | -116.5% | +59.3% |
| 10Y | +690.7% | +167.0% | +523.7% | +412.6% |
| All | +1,054.4% | +1,373.6% | -319.2% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling