+552.4%
MSTR vs FND
+76.3%
+476.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.6% | -4.4% |
| 7D | -4.0% | +8.5% | -12.5% | -7.4% |
| 30D | -18.6% | +17.2% | -35.8% | -24.4% |
| 3M | +25.6% | -14.9% | +40.5% | +33.8% |
| 6M | -33.1% | +3.1% | -36.1% | -36.4% |
| YTD | -17.3% | -12.4% | -4.9% | -16.2% |
| 1Y | -48.1% | -10.0% | -38.1% | -48.3% |
| 3Y | +154.2% | -31.3% | +185.5% | +172.6% |
| 5Y | +46.2% | -60.3% | +106.5% | +90.9% |
| All | +552.4% | +76.3% | +476.2% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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