+121.1%
MSTR vs FTI
+212.2%
-91.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.4% |
| 7D | -13.4% | +4.3% | -17.7% | -15.2% |
| 30D | -22.1% | -4.7% | -17.4% | -20.7% |
| 3M | +15.0% | -13.5% | +28.5% | +22.4% |
| 6M | -37.3% | -8.7% | -28.6% | -35.8% |
| YTD | -26.5% | +49.0% | -75.6% | -44.2% |
| 1Y | -46.5% | +54.0% | -100.5% | -60.2% |
| 3Y | +121.1% | +211.6% | -90.5% | +6.3% |
| All | +121.1% | +212.2% | -91.1% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling