+287.2%
MSTR vs FLNC
-62.1%
+349.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | -1.2% |
| 7D | +7.7% | -4.2% | +11.9% | +8.3% |
| 30D | +36.3% | -20.0% | +56.3% | +42.0% |
| 3M | +13.4% | -56.9% | +70.3% | +31.7% |
| 6M | -4.5% | -35.5% | +31.0% | -4.2% |
| YTD | -12.7% | -48.8% | +36.2% | -8.8% |
| 1Y | -59.6% | +49.3% | -108.9% | -69.8% |
| All | +287.2% | -62.1% | +349.4% | +280.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling