+677.4%
MSTR vs NI
+136.8%
+540.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.6% |
| 7D | +7.7% | +1.3% | +6.5% | +7.4% |
| 30D | +36.3% | -0.3% | +36.6% | +36.3% |
| 3M | +13.4% | -9.5% | +22.9% | +16.4% |
| 6M | -4.5% | -10.2% | +5.7% | -1.8% |
| YTD | -12.7% | +1.8% | -14.4% | -13.6% |
| 1Y | -59.6% | +5.7% | -65.3% | -60.5% |
| 3Y | +272.5% | +69.6% | +202.8% | +214.2% |
| 5Y | +107.1% | +95.8% | +11.4% | +70.3% |
| 10Y | +677.4% | +145.1% | +532.3% | +517.3% |
| All | +677.4% | +136.8% | +540.6% | +517.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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