+609.2%
MSTR vs FND
+58.4%
+550.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -2.4% |
| 7D | +9.3% | +0.4% | +8.9% | +9.3% |
| 30D | +36.5% | -23.6% | +60.1% | +52.9% |
| 3M | +7.3% | +4.3% | +3.0% | +2.0% |
| 6M | +2.2% | -20.3% | +22.5% | +9.1% |
| YTD | -10.2% | -21.3% | +11.1% | -4.2% |
| 1Y | -58.6% | -45.4% | -13.2% | -48.3% |
| 3Y | +283.2% | -48.9% | +332.1% | +369.6% |
| 5Y | +113.8% | -61.0% | +174.8% | +186.7% |
| All | +609.2% | +58.4% | +550.8% | +594.5% |
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