+554.5%
MSTR vs FTV
+113.3%
+441.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.4% |
| 7D | -4.0% | +0.4% | -4.3% | -4.1% |
| 30D | -18.6% | +17.2% | -35.8% | -27.1% |
| 3M | +25.6% | +8.9% | +16.7% | +18.5% |
| 6M | -33.1% | +11.3% | -44.3% | -38.8% |
| YTD | -17.3% | +21.9% | -39.3% | -30.7% |
| 1Y | -48.1% | +31.6% | -79.6% | -59.1% |
| 3Y | +154.2% | +38.1% | +116.1% | +96.7% |
| 5Y | +46.2% | +15.7% | +30.5% | +25.7% |
| 10Y | +554.5% | +107.5% | +447.1% | +367.5% |
| All | +554.5% | +113.3% | +441.2% | +367.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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