+180.5%
MSTR vs NDAQ
+122.6%
+57.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.2% | +0.8% | -2.0% | -1.8% |
| 30D | -15.9% | +16.5% | -32.5% | -27.2% |
| 3M | +33.1% | +13.5% | +19.6% | +19.1% |
| 6M | -31.0% | +20.9% | -51.9% | -41.8% |
| YTD | -15.1% | +11.4% | -26.6% | -23.1% |
| 1Y | -45.6% | +25.9% | -71.6% | -56.5% |
| 3Y | +180.5% | +119.9% | +60.7% | +59.6% |
| All | +180.5% | +122.6% | +57.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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