+699.8%
MSTR vs FTNT
+2,073.2%
-1,373.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | +9.3% | -2.7% | +12.0% | +10.8% |
| 30D | +36.5% | -1.4% | +37.9% | +37.4% |
| 3M | +7.3% | +10.1% | -2.8% | +2.1% |
| 6M | +2.2% | +88.2% | -86.0% | -27.5% |
| YTD | -10.2% | +98.3% | -108.5% | -37.8% |
| 1Y | -58.6% | +96.0% | -154.6% | -71.1% |
| 3Y | +283.2% | +145.8% | +137.4% | +124.2% |
| 5Y | +113.8% | +154.6% | -40.9% | +21.7% |
| All | +699.8% | +2,073.2% | -1,373.4% | +99.1% |
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