+554.5%
MSTR vs NEM
+318.7%
+235.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.6% |
| 7D | -4.0% | +14.7% | -18.7% | -7.9% |
| 30D | -18.6% | +6.2% | -24.8% | -20.2% |
| 3M | +25.6% | +11.0% | +14.6% | +22.1% |
| 6M | -33.1% | +7.9% | -41.0% | -34.5% |
| YTD | -17.3% | +26.2% | -43.5% | -22.6% |
| 1Y | -48.1% | +51.5% | -99.6% | -53.6% |
| 3Y | +154.2% | +290.6% | -136.4% | +74.0% |
| 5Y | +46.2% | +153.1% | -106.9% | +8.8% |
| 10Y | +554.5% | +332.4% | +222.1% | +365.7% |
| All | +554.5% | +318.7% | +235.8% | +365.7% |
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