+645.8%
MSTR vs FTV
+119.0%
+526.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.8% |
| 3M | +33.1% | +7.5% | +25.6% | +26.9% |
| 6M | -31.0% | +8.5% | -39.5% | -35.7% |
| YTD | -15.1% | +18.8% | -33.9% | -27.3% |
| 1Y | -45.6% | +28.5% | -74.2% | -56.4% |
| 3Y | +180.5% | +34.0% | +146.5% | +122.5% |
| 5Y | +61.7% | +12.6% | +49.1% | +42.3% |
| 10Y | +578.0% | +111.4% | +466.6% | +345.7% |
| All | +645.8% | +119.0% | +526.8% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling