+120.4%
MSTR vs NET
+112.9%
+7.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | +12.2% | -7.0% | +19.1% | +16.7% |
| 30D | +45.2% | -4.8% | +50.0% | +48.3% |
| 3M | +10.4% | +3.8% | +6.6% | +7.3% |
| 6M | -2.5% | +50.0% | -52.5% | -27.4% |
| YTD | -6.0% | +41.5% | -47.5% | -28.5% |
| 1Y | -56.4% | +32.8% | -89.2% | -65.7% |
| 3Y | +306.3% | +335.9% | -29.6% | +55.3% |
| All | +120.4% | +112.9% | +7.5% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling