+521.9%
MSTR vs NI
+191.1%
+330.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -14.2% | +0.6% | -14.7% | -14.3% |
| 30D | -19.9% | +11.2% | -31.1% | -22.5% |
| 3M | +27.3% | +9.2% | +18.2% | +23.7% |
| 6M | -37.6% | -1.8% | -35.7% | -37.5% |
| YTD | -19.5% | +12.0% | -31.5% | -22.8% |
| 1Y | -47.1% | +6.4% | -53.6% | -48.4% |
| 3Y | +140.3% | +99.4% | +40.9% | +92.6% |
| 5Y | +49.5% | +113.1% | -63.6% | +19.1% |
| 10Y | +521.9% | +192.3% | +329.6% | +371.8% |
| All | +521.9% | +191.1% | +330.8% | +371.8% |
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