+180.5%
MSTR vs FTV
+33.2%
+147.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.2% | +0.2% | -1.4% | -1.1% |
| 30D | -15.9% | +15.7% | -31.6% | -23.7% |
| 3M | +33.1% | +7.5% | +25.6% | +27.0% |
| 6M | -31.0% | +8.5% | -39.5% | -35.7% |
| YTD | -15.1% | +18.8% | -33.9% | -28.2% |
| 1Y | -45.6% | +28.5% | -74.2% | -57.9% |
| 3Y | +180.5% | +34.0% | +146.5% | +193.0% |
| All | +180.5% | +33.2% | +147.3% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling