+82.6%
MSTR vs FLNC
-70.4%
+153.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.2% |
| 7D | -8.3% | -4.1% | -4.2% | -7.4% |
| 30D | +38.1% | -24.8% | +62.9% | +49.0% |
| 3M | +9.0% | -59.1% | +68.1% | +37.3% |
| 6M | -5.3% | -42.0% | +36.6% | -2.9% |
| YTD | -13.8% | -49.8% | +36.0% | -10.1% |
| 1Y | -59.8% | +43.1% | -102.9% | -73.7% |
| 3Y | +282.2% | -61.0% | +343.1% | +217.3% |
| All | +82.6% | -70.4% | +153.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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