+1,775.8%
MSTR vs FN
+3,020.0%
-1,244.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.1% | +6.8% |
| 7D | -1.8% | -7.0% | +5.2% | -0.1% |
| 30D | -13.3% | -24.7% | +11.4% | -6.8% |
| 3M | +46.0% | -35.7% | +81.6% | +61.8% |
| 6M | -22.4% | -52.4% | +30.0% | -8.4% |
| YTD | -6.2% | -25.0% | +18.8% | -4.4% |
| 1Y | -42.3% | -25.7% | -16.6% | -41.4% |
| 3Y | +214.0% | +110.2% | +103.8% | +131.4% |
| 5Y | +78.2% | +192.3% | -114.2% | +18.7% |
| 10Y | +649.6% | +812.3% | -162.7% | +292.9% |
| All | +1,775.8% | +3,020.0% | -1,244.2% | +746.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling