+180.5%
MSTR vs FND
-36.7%
+217.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +7.7% | -8.9% | -3.9% |
| 30D | -15.9% | +11.9% | -27.8% | -19.5% |
| 3M | +33.1% | -14.6% | +47.7% | +40.1% |
| 6M | -31.0% | +0.5% | -31.4% | -33.3% |
| YTD | -15.1% | -15.8% | +0.7% | -12.1% |
| 1Y | -45.6% | -12.9% | -32.7% | -44.8% |
| 3Y | +180.5% | -34.2% | +214.7% | +225.9% |
| All | +180.5% | -36.7% | +217.2% | +225.9% |
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 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