+120.4%
MSTR vs FTNT
+143.4%
-23.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -5.8% | +18.0% | +16.4% |
| 30D | +45.2% | -4.8% | +49.9% | +49.3% |
| 3M | +10.4% | +4.4% | +6.0% | +7.2% |
| 6M | -2.5% | +88.8% | -91.3% | -36.1% |
| YTD | -6.0% | +96.8% | -102.8% | -39.8% |
| 1Y | -56.4% | +104.5% | -160.9% | -72.7% |
| 3Y | +306.3% | +156.8% | +149.5% | +97.1% |
| All | +120.4% | +143.4% | -23.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling