+308.9%
MSTR vs NET
+339.9%
-31.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | +12.2% | -7.0% | +19.1% | +15.9% |
| 30D | +45.2% | -4.8% | +50.0% | +47.9% |
| 3M | +10.4% | +3.8% | +6.6% | +8.0% |
| 6M | -2.5% | +50.0% | -52.5% | -24.4% |
| YTD | -6.0% | +41.5% | -47.5% | -25.9% |
| 1Y | -56.4% | +32.8% | -89.2% | -64.4% |
| All | +308.9% | +339.9% | -31.1% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling