+570.4%
MSTR vs FN
+753.0%
-182.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -4.5% |
| 7D | -1.2% | 0.0% | -1.2% | -2.1% |
| 30D | -15.9% | -34.3% | +18.4% | -3.4% |
| 3M | +33.1% | -39.9% | +73.0% | +55.0% |
| 6M | -31.0% | -51.8% | +20.8% | -15.3% |
| YTD | -15.1% | -28.1% | +13.0% | -13.3% |
| 1Y | -45.6% | -29.1% | -16.6% | -44.7% |
| 3Y | +180.5% | +102.4% | +78.1% | +79.3% |
| 5Y | +61.7% | +171.7% | -110.0% | -11.5% |
| All | +570.4% | +753.0% | -182.6% | +188.4% |
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