+690.7%
MSTR vs FTV
+77.3%
+613.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.9% |
| 7D | +9.3% | -0.4% | +9.7% | +9.8% |
| 30D | +36.5% | -8.3% | +44.8% | +45.1% |
| 3M | +7.3% | -7.4% | +14.7% | +11.9% |
| 6M | +2.2% | -1.2% | +3.4% | +1.0% |
| YTD | -10.2% | +2.7% | -12.8% | -15.1% |
| 1Y | -58.6% | +18.4% | -77.1% | -65.2% |
| 3Y | +283.2% | -2.0% | +285.2% | +274.7% |
| 5Y | +113.8% | +3.4% | +110.4% | +102.0% |
| 10Y | +690.7% | +78.5% | +612.2% | +421.3% |
| All | +690.7% | +77.3% | +613.4% | +421.3% |
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