+282.2%
MSTR vs FWONK
+44.6%
+237.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | +38.1% | -7.7% | +45.9% | +42.8% |
| 3M | +9.0% | +5.7% | +3.3% | +6.0% |
| 6M | -5.3% | +13.5% | -18.8% | -11.0% |
| YTD | -13.8% | -3.0% | -10.8% | -13.0% |
| 1Y | -59.8% | -6.4% | -53.4% | -58.7% |
| 3Y | +282.2% | +43.8% | +238.4% | +240.7% |
| All | +282.2% | +44.6% | +237.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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