+641.9%
MSTR vs FND
+66.0%
+575.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +12.2% | -5.2% | +17.4% | +14.8% |
| 30D | +45.2% | -19.9% | +65.0% | +59.3% |
| 3M | +10.4% | +2.7% | +7.7% | +5.7% |
| 6M | -2.5% | -21.7% | +19.2% | +5.0% |
| YTD | -6.0% | -17.5% | +11.5% | -1.8% |
| 1Y | -56.4% | -39.3% | -17.1% | -48.0% |
| 3Y | +306.3% | -49.8% | +356.1% | +402.4% |
| 5Y | +100.5% | -60.1% | +160.6% | +164.9% |
| All | +641.9% | +66.0% | +575.8% | +611.5% |
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