+121.1%
MSTR vs NEE
+69.0%
+52.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -13.4% | -2.1% | -11.3% | -13.2% |
| 30D | -22.1% | +8.6% | -30.7% | -22.9% |
| 3M | +15.0% | -0.3% | +15.2% | +15.1% |
| 6M | -37.3% | -8.9% | -28.4% | -36.3% |
| YTD | -26.5% | +8.3% | -34.9% | -27.3% |
| 1Y | -46.5% | +4.3% | -50.7% | -46.7% |
| 3Y | +121.1% | +70.7% | +50.3% | +115.9% |
| All | +121.1% | +69.0% | +52.0% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling