+554.5%
MSTR vs FTI
+185.2%
+369.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -4.0% | -4.3% | +0.4% | -2.8% |
| 30D | -18.6% | -8.0% | -10.6% | -16.9% |
| 3M | +25.6% | -8.0% | +33.6% | +27.9% |
| 6M | -33.1% | -8.7% | -24.4% | -32.0% |
| YTD | -17.3% | +43.9% | -61.2% | -26.7% |
| 1Y | -48.1% | +49.8% | -97.9% | -54.5% |
| 3Y | +154.2% | +211.7% | -57.5% | +80.6% |
| 5Y | +46.2% | +781.6% | -735.4% | -21.2% |
| 10Y | +554.5% | +180.2% | +374.4% | +248.0% |
| All | +554.5% | +185.2% | +369.3% | +248.0% |
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