+180.5%
MSTR vs FHN
+114.0%
+66.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | 0.0% |
| 7D | -1.2% | -1.0% | -0.2% | -0.3% |
| 30D | -15.9% | +0.2% | -16.2% | -15.9% |
| 3M | +33.1% | -9.0% | +42.1% | +41.9% |
| 6M | -31.0% | -6.8% | -24.2% | -28.3% |
| YTD | -15.1% | -1.5% | -13.6% | -15.7% |
| 1Y | -45.6% | +10.9% | -56.6% | -51.3% |
| 3Y | +180.5% | +119.4% | +61.1% | +88.4% |
| All | +180.5% | +114.0% | +66.5% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling