+180.5%
MSTR vs NEE
+60.0%
+120.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.2% | +3.9% | -5.1% | -1.6% |
| 30D | -15.9% | +12.8% | -28.8% | -17.2% |
| 3M | +33.1% | +3.6% | +29.6% | +32.6% |
| 6M | -31.0% | -7.5% | -23.5% | -30.1% |
| YTD | -15.1% | +10.7% | -25.8% | -16.1% |
| 1Y | -45.6% | +9.1% | -54.7% | -46.1% |
| 3Y | +180.5% | +61.0% | +119.5% | +154.9% |
| All | +180.5% | +60.0% | +120.5% | +154.9% |
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