-47.4%
MSTR vs FND
-10.2%
-37.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.6% | -3.6% |
| 7D | -4.0% | +8.5% | -12.5% | -5.9% |
| 30D | -18.6% | +17.2% | -35.8% | -21.7% |
| 3M | +25.6% | -14.9% | +40.5% | +28.3% |
| 6M | -33.1% | +3.1% | -36.1% | -34.7% |
| YTD | -17.3% | -12.4% | -4.9% | -13.3% |
| All | -47.4% | -10.2% | -37.2% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling