+1,252.0%
MSTR vs NEM
+706.8%
+545.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | +12.2% | +0.3% | +11.9% | +12.2% |
| 30D | +45.2% | +23.1% | +22.1% | +42.9% |
| 3M | +10.4% | +18.5% | -8.1% | +9.0% |
| 6M | -2.5% | +7.8% | -10.3% | -3.1% |
| YTD | -6.0% | +29.1% | -35.1% | -7.8% |
| 1Y | -56.4% | +72.7% | -129.1% | -58.2% |
| 3Y | +306.3% | +248.7% | +57.5% | +271.2% |
| 5Y | +100.5% | +148.7% | -48.2% | +85.8% |
| 10Y | +741.1% | +304.8% | +436.3% | +668.9% |
| All | +1,252.0% | +706.8% | +545.1% | +1,515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling