+1,120.6%
MSTR vs NEE
+2,594.4%
-1,473.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.2% | +3.9% | -5.1% | -2.5% |
| 30D | -15.9% | +12.8% | -28.8% | -19.5% |
| 3M | +33.1% | +3.6% | +29.6% | +31.1% |
| 6M | -31.0% | -7.5% | -23.5% | -29.4% |
| YTD | -15.1% | +10.7% | -25.8% | -18.7% |
| 1Y | -45.6% | +9.1% | -54.7% | -47.7% |
| 3Y | +180.5% | +61.0% | +119.5% | +127.6% |
| 5Y | +61.7% | +16.3% | +45.4% | +48.3% |
| 10Y | +578.0% | +264.6% | +313.4% | +336.1% |
| All | +1,120.6% | +2,594.4% | -1,473.7% | +349.7% |
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