+79.3%
MSTR vs FLNC
-71.1%
+150.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.9% |
| 7D | -11.2% | -5.0% | -6.2% | -10.2% |
| 30D | +33.8% | -26.1% | +59.9% | +45.0% |
| 3M | +11.5% | -55.2% | +66.6% | +36.6% |
| 6M | -7.2% | -42.6% | +35.4% | -4.5% |
| YTD | -15.4% | -51.0% | +35.6% | -11.1% |
| 1Y | -60.6% | +43.3% | -104.0% | -74.3% |
| 3Y | +260.8% | -63.4% | +324.2% | +207.2% |
| All | +79.3% | -71.1% | +150.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling