+569.8%
MSTR vs FND
+69.4%
+500.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +7.7% | -8.9% | -4.4% |
| 30D | -15.9% | +11.9% | -27.8% | -20.2% |
| 3M | +33.1% | -14.6% | +47.7% | +41.7% |
| 6M | -31.0% | +0.5% | -31.4% | -33.7% |
| YTD | -15.1% | -15.8% | +0.7% | -12.4% |
| 1Y | -45.6% | -12.9% | -32.7% | -45.0% |
| 3Y | +180.5% | -34.2% | +214.7% | +206.4% |
| 5Y | +61.7% | -61.6% | +123.2% | +114.6% |
| All | +569.8% | +69.4% | +500.4% | +535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling