-56.4%
MSTR vs NEM
+73.9%
-130.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | +12.2% | +0.3% | +11.9% | +12.2% |
| 30D | +45.2% | +23.1% | +22.1% | +34.4% |
| 3M | +10.4% | +18.5% | -8.1% | +3.0% |
| 6M | -2.5% | +7.8% | -10.3% | -7.2% |
| YTD | -6.0% | +29.1% | -35.1% | -12.6% |
| 1Y | -56.4% | +72.7% | -129.1% | -60.1% |
| All | -56.4% | +73.9% | -130.3% | -60.1% |
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