+1,252.0%
MSTR vs NEE
+2,485.3%
-1,233.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.1% |
| 7D | +12.2% | +1.9% | +10.2% | +11.5% |
| 30D | +45.2% | -2.2% | +47.3% | +46.2% |
| 3M | +10.4% | -1.2% | +11.6% | +10.5% |
| 6M | -2.5% | -8.6% | +6.1% | +0.2% |
| YTD | -6.0% | +6.2% | -12.2% | -8.5% |
| 1Y | -56.4% | +21.1% | -77.5% | -59.5% |
| 3Y | +306.3% | +36.4% | +269.9% | +248.7% |
| 5Y | +100.5% | +11.4% | +89.1% | +87.1% |
| 10Y | +741.1% | +250.0% | +491.1% | +449.8% |
| All | +1,252.0% | +2,485.3% | -1,233.3% | +406.6% |
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 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