-59.6%
MSTR vs NEE
+22.1%
-81.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +7.7% | -0.5% | +8.3% | +7.9% |
| 30D | +36.3% | -1.7% | +38.0% | +36.7% |
| 3M | +13.4% | -1.8% | +15.2% | +13.4% |
| 6M | -4.5% | -8.8% | +4.3% | -1.3% |
| YTD | -12.7% | +5.2% | -17.9% | -16.1% |
| 1Y | -59.6% | +21.3% | -81.0% | -60.6% |
| All | -59.6% | +22.1% | -81.7% | -60.6% |
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