+877.8%
MSTR vs NET
+1,381.0%
-503.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +6.3% |
| 7D | -1.8% | -16.4% | +14.6% | +6.4% |
| 30D | -13.3% | -25.8% | +12.5% | -0.9% |
| 3M | +46.0% | -11.5% | +57.5% | +52.6% |
| 6M | -22.4% | +18.9% | -41.4% | -32.4% |
| YTD | -6.2% | +35.2% | -41.4% | -25.2% |
| 1Y | -42.3% | +14.5% | -56.7% | -50.1% |
| 3Y | +214.0% | +313.8% | -99.8% | +41.8% |
| 5Y | +78.2% | +32.6% | +45.6% | +6.9% |
| All | +877.8% | +1,381.0% | -503.2% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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