-47.4%
MSTR vs NEM
+45.8%
-93.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.5% |
| 7D | -4.0% | +14.7% | -18.7% | -11.4% |
| 30D | -18.6% | +6.2% | -24.8% | -21.6% |
| 3M | +25.6% | +11.0% | +14.6% | +19.1% |
| 6M | -33.1% | +7.9% | -41.0% | -36.5% |
| YTD | -17.3% | +26.2% | -43.5% | -27.2% |
| All | -47.4% | +45.8% | -93.3% | -56.4% |
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