+554.5%
MSTR vs FHN
+106.3%
+448.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.7% |
| 30D | -18.6% | +1.9% | -20.6% | -19.2% |
| 3M | +25.6% | -6.9% | +32.5% | +28.9% |
| 6M | -33.1% | -3.1% | -30.0% | -32.6% |
| YTD | -17.3% | +0.6% | -17.9% | -18.0% |
| 1Y | -48.1% | +12.4% | -60.4% | -50.9% |
| 3Y | +154.2% | +133.7% | +20.5% | +88.2% |
| 5Y | +46.2% | +61.4% | -15.2% | +16.1% |
| 10Y | +554.5% | +97.9% | +456.7% | +337.0% |
| All | +554.5% | +106.3% | +448.3% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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