-42.3%
MSTR vs NEE
+11.3%
-53.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +4.8% |
| 7D | -1.8% | +9.2% | -11.0% | -2.3% |
| 30D | -13.3% | +16.0% | -29.3% | -14.3% |
| 3M | +46.0% | +2.2% | +43.8% | +46.9% |
| 6M | -22.4% | -6.0% | -16.4% | -19.9% |
| YTD | -6.2% | +12.6% | -18.8% | -7.4% |
| 1Y | -42.3% | +11.4% | -53.7% | -44.1% |
| All | -42.3% | +11.3% | -53.6% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 1y: compounded portfolio wealth divided by compounded NEE 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…
1y analysis · Full analysis span regression · 6 months rolling