+120.4%
MSTR vs FTV
+2.3%
+118.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.4% |
| 7D | +12.2% | -4.5% | +16.7% | +17.6% |
| 30D | +45.2% | -7.1% | +52.2% | +56.2% |
| 3M | +10.4% | -7.2% | +17.5% | +16.4% |
| 6M | -2.5% | -1.5% | -1.0% | -4.7% |
| YTD | -6.0% | +3.5% | -9.5% | -15.7% |
| 1Y | -56.4% | +20.3% | -76.8% | -68.1% |
| 3Y | +306.3% | -3.1% | +309.4% | +285.6% |
| All | +120.4% | +2.3% | +118.0% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling