+154.2%
MSTR vs NEM
+282.0%
-127.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.9% |
| 7D | -4.0% | +14.7% | -18.7% | -9.1% |
| 30D | -18.6% | +6.2% | -24.8% | -20.7% |
| 3M | +25.6% | +11.0% | +14.6% | +21.1% |
| 6M | -33.1% | +7.9% | -41.0% | -35.2% |
| YTD | -17.3% | +26.2% | -43.5% | -23.7% |
| 1Y | -48.1% | +51.5% | -99.6% | -54.3% |
| 3Y | +154.2% | +290.6% | -136.4% | +84.5% |
| All | +154.2% | +282.0% | -127.8% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling