+677.4%
MSTR vs FTNT
+2,069.7%
-1,392.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +7.7% | +1.7% | +6.0% | +6.9% |
| 30D | +36.3% | -4.3% | +40.6% | +39.3% |
| 3M | +13.4% | +13.6% | -0.2% | +6.2% |
| 6M | -4.5% | +87.6% | -92.1% | -32.1% |
| YTD | -12.7% | +98.0% | -110.7% | -39.5% |
| 1Y | -59.6% | +96.9% | -156.5% | -71.9% |
| 3Y | +272.5% | +145.4% | +127.1% | +118.1% |
| 5Y | +107.1% | +153.0% | -45.8% | +18.3% |
| 10Y | +677.4% | +2,098.3% | -1,420.9% | +93.7% |
| All | +677.4% | +2,069.7% | -1,392.4% | +93.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling