-42.3%
MSTR vs NKE
-33.0%
-9.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +3.9% |
| 7D | -1.8% | +9.0% | -10.8% | -3.7% |
| 30D | -13.3% | +19.2% | -32.5% | -16.8% |
| 3M | +46.0% | -1.5% | +47.4% | +45.9% |
| 6M | -22.4% | -4.2% | -18.3% | -22.3% |
| YTD | -6.2% | -34.8% | +28.6% | -3.9% |
| 1Y | -42.3% | -31.7% | -10.6% | -39.4% |
| All | -42.3% | -33.0% | -9.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 1y: compounded portfolio wealth divided by compounded NKE 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…
1y analysis · Full analysis span regression · 6 months rolling