-49.1%
MSTR vs FTNT
+55.4%
-104.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -6.9% |
| 7D | -11.5% | +5.7% | -17.3% | -13.4% |
| 30D | -24.8% | -32.1% | +7.3% | -14.3% |
| 3M | +20.6% | -19.5% | +40.1% | +28.7% |
| 6M | -38.0% | +13.8% | -51.7% | -41.2% |
| YTD | -24.7% | +63.1% | -87.8% | -40.5% |
| 1Y | -49.1% | +57.7% | -106.8% | -59.3% |
| All | -49.1% | +55.4% | -104.5% | -59.3% |
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