+495.5%
MSTR vs FTNT
+1,924.1%
-1,428.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -7.0% |
| 7D | -11.5% | +5.7% | -17.3% | -14.0% |
| 30D | -24.8% | -32.1% | +7.3% | -10.6% |
| 3M | +20.6% | -19.5% | +40.1% | +31.5% |
| 6M | -38.0% | +13.8% | -51.7% | -43.5% |
| YTD | -24.7% | +63.1% | -87.8% | -43.8% |
| 1Y | -49.1% | +57.7% | -106.8% | -61.4% |
| 3Y | +124.7% | +154.9% | -30.2% | +25.5% |
| 5Y | +40.9% | +89.3% | -48.3% | -10.4% |
| All | +495.5% | +1,924.1% | -1,428.5% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling