+677.4%
MSTR vs NEM
+299.2%
+378.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | +7.7% | +3.1% | +4.7% | +7.0% |
| 30D | +36.3% | +10.0% | +26.3% | +33.3% |
| 3M | +13.4% | +30.9% | -17.5% | +5.8% |
| 6M | -4.5% | +10.5% | -15.0% | -7.3% |
| YTD | -12.7% | +29.7% | -42.4% | -18.5% |
| 1Y | -59.6% | +71.1% | -130.7% | -65.1% |
| 3Y | +272.5% | +252.1% | +20.4% | +163.9% |
| 5Y | +107.1% | +157.7% | -50.6% | +55.0% |
| 10Y | +677.4% | +319.4% | +358.0% | +459.1% |
| All | +677.4% | +299.2% | +378.1% | +459.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling