+572.4%
MSTR vs FN
+663.9%
-91.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +5.0% | -4.1% |
| 7D | -8.7% | -16.0% | +7.3% | -3.3% |
| 30D | -21.4% | -40.1% | +18.7% | -6.4% |
| 3M | +31.4% | -43.9% | +75.3% | +57.2% |
| 6M | -30.8% | -55.6% | +24.8% | -12.4% |
| YTD | -14.9% | -35.7% | +20.7% | -9.2% |
| 1Y | -49.3% | -39.8% | -9.5% | -45.0% |
| 3Y | +184.8% | +80.3% | +104.6% | +90.5% |
| 5Y | +62.1% | +143.3% | -81.2% | -7.3% |
| All | +572.4% | +663.9% | -91.6% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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