+62.1%
MSTR vs FN
+148.3%
-86.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +5.0% | -3.5% |
| 7D | -8.7% | -16.0% | +7.3% | -2.6% |
| 30D | -21.4% | -40.1% | +18.7% | -4.5% |
| 3M | +31.4% | -43.9% | +75.3% | +60.4% |
| 6M | -30.8% | -55.6% | +24.8% | -9.9% |
| YTD | -14.9% | -35.7% | +20.7% | -10.1% |
| 1Y | -49.3% | -39.8% | -9.5% | -45.4% |
| 3Y | +184.8% | +80.3% | +104.6% | +60.3% |
| 5Y | +62.1% | +143.3% | -81.2% | -39.9% |
| All | +62.1% | +148.3% | -86.2% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling