+736.9%
MSTR vs FN
+900.0%
-163.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.5% |
| 7D | +12.2% | -1.7% | +13.8% | +12.8% |
| 30D | +45.2% | -22.0% | +67.2% | +56.4% |
| 3M | +10.4% | -43.0% | +53.4% | +31.5% |
| 6M | -2.5% | -27.7% | +25.3% | +2.8% |
| YTD | -6.0% | -10.5% | +4.5% | -9.4% |
| 1Y | -56.4% | +12.5% | -68.9% | -61.9% |
| 3Y | +306.3% | +153.8% | +152.5% | +147.3% |
| 5Y | +100.5% | +288.0% | -187.5% | +1.6% |
| All | +736.9% | +900.0% | -163.1% | +251.9% |
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