+121.1%
MSTR vs FND
-39.5%
+160.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.6% |
| 7D | -13.4% | -6.8% | -6.6% | -11.1% |
| 30D | -22.1% | +8.0% | -30.1% | -24.4% |
| 3M | +15.0% | -18.9% | +33.9% | +23.5% |
| 6M | -37.3% | +4.7% | -42.0% | -40.7% |
| 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% |
| All | +121.1% | -39.5% | +160.6% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling