+554.5%
MSTR vs NEE
+270.3%
+284.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -4.0% | +2.2% | -6.1% | -4.8% |
| 30D | -18.6% | +12.3% | -30.9% | -22.6% |
| 3M | +25.6% | +3.4% | +22.2% | +23.4% |
| 6M | -33.1% | -5.3% | -27.7% | -31.8% |
| YTD | -17.3% | +10.6% | -27.9% | -21.6% |
| 1Y | -48.1% | +6.5% | -54.6% | -50.0% |
| 3Y | +154.2% | +73.5% | +80.7% | +84.9% |
| 5Y | +46.2% | +17.0% | +29.2% | +29.8% |
| 10Y | +554.5% | +281.9% | +272.7% | +409.8% |
| All | +554.5% | +270.3% | +284.3% | +409.8% |
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