+479.9%
MSTR vs FND
+57.9%
+422.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.5% |
| 7D | -13.4% | -6.8% | -6.6% | -10.7% |
| 30D | -22.1% | +8.0% | -30.1% | -24.9% |
| 3M | +15.0% | -18.9% | +33.9% | +25.3% |
| 6M | -37.3% | +4.7% | -42.0% | -40.9% |
| YTD | -26.5% | -21.6% | -5.0% | -21.8% |
| 1Y | -46.5% | -22.0% | -24.5% | -43.1% |
| 3Y | +121.1% | -40.4% | +161.5% | +152.8% |
| 5Y | +37.5% | -63.8% | +101.3% | +87.7% |
| All | +479.9% | +57.9% | +422.0% | +467.0% |
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