+535.6%
MSTR vs FND
+68.8%
+466.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -14.2% | -4.4% | -9.8% | -12.4% |
| 30D | -19.9% | +14.5% | -34.4% | -24.8% |
| 3M | +27.3% | -15.6% | +42.9% | +36.2% |
| 6M | -37.6% | +4.7% | -42.3% | -41.0% |
| YTD | -19.5% | -16.1% | -3.3% | -16.8% |
| 1Y | -47.1% | -16.0% | -31.1% | -45.6% |
| 3Y | +140.3% | -35.5% | +175.8% | +165.0% |
| 5Y | +49.5% | -60.5% | +110.0% | +97.1% |
| All | +535.6% | +68.8% | +466.8% | +503.1% |
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