-42.3%
MSTR vs NEM
+50.9%
-93.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.8% | -0.4% |
| 7D | -1.8% | +3.7% | -5.5% | -3.8% |
| 30D | -13.3% | +2.0% | -15.3% | -14.4% |
| 3M | +46.0% | +21.1% | +24.9% | +33.2% |
| 6M | -22.4% | +9.5% | -32.0% | -25.9% |
| YTD | -6.2% | +19.1% | -25.2% | -14.3% |
| 1Y | -42.3% | +51.1% | -93.4% | -52.2% |
| All | -42.3% | +50.9% | -93.2% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling