+1,046.2%
MSTR vs NEE
+2,573.3%
-1,527.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -10.7% | +2.3% | -13.0% | -11.4% |
| 30D | -21.6% | +11.5% | -33.0% | -24.6% |
| 3M | +24.4% | +2.6% | +21.8% | +22.9% |
| 6M | -35.5% | -6.0% | -29.5% | -34.4% |
| YTD | -20.3% | +9.8% | -30.1% | -23.5% |
| 1Y | -49.3% | +4.7% | -54.0% | -50.6% |
| 3Y | +137.8% | +71.0% | +66.7% | +88.9% |
| 5Y | +48.3% | +15.8% | +32.5% | +36.3% |
| 10Y | +526.8% | +287.3% | +239.5% | +296.7% |
| All | +1,046.2% | +2,573.3% | -1,527.1% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling