+690.7%
MSTR vs FTI
+304.2%
+386.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | +9.3% | -0.2% | +9.5% | +9.4% |
| 30D | +36.5% | +12.3% | +24.2% | +31.9% |
| 3M | +7.3% | +13.8% | -6.4% | +2.8% |
| 6M | +2.2% | +24.3% | -22.0% | -5.0% |
| YTD | -10.2% | +75.8% | -85.9% | -24.3% |
| 1Y | -58.6% | +99.6% | -158.2% | -66.6% |
| 3Y | +283.2% | +278.4% | +4.8% | +158.1% |
| 5Y | +113.8% | +1,168.7% | -1,054.9% | +6.4% |
| 10Y | +690.7% | +297.5% | +393.2% | +293.1% |
| All | +690.7% | +304.2% | +386.5% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling