+121.1%
MSTR vs FTV
+39.2%
+81.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | +3.9% | -17.3% | -15.8% |
| 30D | -22.1% | +18.7% | -40.7% | -30.6% |
| 3M | +15.0% | +10.0% | +4.9% | +7.7% |
| 6M | -37.3% | +14.6% | -51.9% | -43.9% |
| YTD | -26.5% | +23.4% | -50.0% | -39.5% |
| 1Y | -46.5% | +31.3% | -77.8% | -58.9% |
| 3Y | +121.1% | +39.8% | +81.3% | +138.6% |
| All | +121.1% | +39.2% | +81.9% | +138.6% |
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