-42.3%
MSTR vs FTNT
+49.6%
-91.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | -1.8% | -25.7% | +23.9% | +8.3% |
| 30D | -13.3% | -29.7% | +16.4% | -2.1% |
| 3M | +46.0% | -23.1% | +69.1% | +58.6% |
| 6M | -22.4% | +45.0% | -67.4% | -34.1% |
| YTD | -6.2% | +62.9% | -69.1% | -27.5% |
| 1Y | -42.3% | +51.8% | -94.1% | -54.2% |
| All | -42.3% | +49.6% | -91.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1y: compounded portfolio wealth divided by compounded FTNT 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…
1y analysis · Full analysis span regression · 6 months rolling