+120.4%
MSTR vs FTI
+1,129.5%
-1,009.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | +5.3% | +6.9% | +9.7% |
| 30D | +45.2% | +15.3% | +29.8% | +35.8% |
| 3M | +10.4% | +15.8% | -5.4% | +2.3% |
| 6M | -2.5% | +22.6% | -25.1% | -13.0% |
| YTD | -6.0% | +79.5% | -85.6% | -29.8% |
| 1Y | -56.4% | +102.0% | -158.4% | -69.5% |
| 3Y | +306.3% | +315.8% | -9.5% | +99.8% |
| All | +120.4% | +1,129.5% | -1,009.1% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling