+120.4%
MSTR vs NEE
+11.7%
+108.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.0% |
| 7D | +12.2% | +1.9% | +10.2% | +11.3% |
| 30D | +45.2% | -2.2% | +47.3% | +46.5% |
| 3M | +10.4% | -1.2% | +11.6% | +10.5% |
| 6M | -2.5% | -8.6% | +6.1% | +1.2% |
| YTD | -6.0% | +6.2% | -12.2% | -9.6% |
| 1Y | -56.4% | +21.1% | -77.5% | -60.8% |
| 3Y | +306.3% | +36.4% | +269.9% | +213.6% |
| All | +120.4% | +11.7% | +108.7% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling