+690.7%
MSTR vs NEE
+248.4%
+442.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | +9.3% | +1.1% | +8.2% | +8.9% |
| 30D | +36.5% | -0.2% | +36.7% | +36.5% |
| 3M | +7.3% | +0.5% | +6.8% | +6.8% |
| 6M | +2.2% | -6.5% | +8.8% | +4.6% |
| YTD | -10.2% | +6.7% | -16.9% | -13.2% |
| 1Y | -58.6% | +23.6% | -82.2% | -62.5% |
| 3Y | +283.2% | +37.1% | +246.1% | +212.7% |
| 5Y | +113.8% | +10.9% | +102.8% | +94.4% |
| 10Y | +690.7% | +245.4% | +445.4% | +512.3% |
| All | +690.7% | +248.4% | +442.3% | +512.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling