+798.4%
MSTR vs NET
+1,602.9%
-804.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | -8.3% | +9.9% | -18.2% | -12.6% |
| 30D | +38.1% | -1.6% | +39.7% | +38.2% |
| 3M | +9.0% | +34.8% | -25.8% | -6.1% |
| 6M | -5.3% | +43.9% | -49.2% | -25.5% |
| YTD | -13.8% | +55.5% | -69.3% | -35.3% |
| 1Y | -59.8% | +36.5% | -96.3% | -67.9% |
| 3Y | +282.2% | +368.3% | -86.1% | +62.0% |
| 5Y | +112.8% | +140.5% | -27.7% | +4.0% |
| All | +798.4% | +1,602.9% | -804.5% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling