+1,120.6%
MSTR vs FHN
+72.5%
+1,048.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | -15.9% | +0.2% | -16.2% | -15.9% |
| 3M | +33.1% | -9.0% | +42.1% | +37.0% |
| 6M | -31.0% | -6.8% | -24.2% | -29.7% |
| YTD | -15.1% | -1.5% | -13.6% | -15.0% |
| 1Y | -45.6% | +10.9% | -56.6% | -47.7% |
| 3Y | +180.5% | +119.4% | +61.1% | +121.9% |
| 5Y | +61.7% | +57.5% | +4.1% | +34.8% |
| 10Y | +578.0% | +114.1% | +463.9% | +379.5% |
| All | +1,120.6% | +72.5% | +1,048.1% | +521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling