+495.5%
MSTR vs NEE
+290.2%
+205.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.2% |
| 7D | -11.5% | -3.4% | -8.2% | -10.3% |
| 30D | -24.8% | +9.0% | -33.9% | -27.6% |
| 3M | +20.6% | +0.2% | +20.5% | +20.2% |
| 6M | -38.0% | -8.5% | -29.5% | -35.9% |
| YTD | -24.7% | +8.6% | -33.3% | -28.0% |
| 1Y | -49.1% | +2.2% | -51.2% | -50.1% |
| 3Y | +124.7% | +69.1% | +55.6% | +65.2% |
| 5Y | +40.9% | +13.0% | +27.9% | +26.8% |
| All | +495.5% | +290.2% | +205.4% | +350.5% |
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