+1,304.3%
MSTR vs FTNT
+6,890.6%
-5,586.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +1.0% |
| 7D | -1.2% | -12.7% | +11.5% | +4.8% |
| 30D | -15.9% | -37.2% | +21.3% | +1.8% |
| 3M | +33.1% | -25.8% | +58.9% | +49.4% |
| 6M | -31.0% | +32.1% | -63.1% | -41.2% |
| YTD | -15.1% | +49.7% | -64.8% | -31.7% |
| 1Y | -45.6% | +47.6% | -93.2% | -56.0% |
| 3Y | +180.5% | +137.2% | +43.3% | +75.4% |
| 5Y | +61.7% | +74.2% | -12.5% | +16.0% |
| 10Y | +578.0% | +1,824.2% | -1,246.2% | +88.3% |
| All | +1,304.3% | +6,890.6% | -5,586.3% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling