+49.5%
MSTR vs FN
+212.0%
-162.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | -1.3% |
| 7D | -14.2% | +8.0% | -22.2% | -17.5% |
| 30D | -19.9% | -19.1% | -0.7% | -14.2% |
| 3M | +27.3% | -29.8% | +57.2% | +41.0% |
| 6M | -37.6% | -43.2% | +5.6% | -27.0% |
| YTD | -19.5% | -18.9% | -0.5% | -23.1% |
| 1Y | -47.1% | -17.9% | -29.2% | -50.4% |
| 3Y | +140.3% | +120.1% | +20.2% | +24.3% |
| 5Y | +49.5% | +206.7% | -157.2% | -49.6% |
| All | +49.5% | +212.0% | -162.5% | -49.6% |
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