+1,455.4%
MSTR vs FTNT
+9,093.5%
-7,638.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -5.8% | +18.0% | +15.3% |
| 30D | +45.2% | -4.8% | +49.9% | +48.3% |
| 3M | +10.4% | +4.4% | +6.0% | +8.2% |
| 6M | -2.5% | +88.8% | -91.3% | -28.2% |
| YTD | -6.0% | +96.8% | -102.8% | -31.9% |
| 1Y | -56.4% | +104.5% | -160.9% | -68.9% |
| 3Y | +306.3% | +156.8% | +149.5% | +148.7% |
| 5Y | +100.5% | +144.1% | -43.6% | +26.4% |
| 10Y | +741.1% | +2,021.8% | -1,280.7% | +123.8% |
| All | +1,455.4% | +9,093.5% | -7,638.1% | +136.6% |
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 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