+645.5%
MSTR vs NKE
-23.0%
+668.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.0% |
| 7D | -11.2% | -5.5% | -5.7% | -8.4% |
| 30D | +33.8% | -10.4% | +44.2% | +41.7% |
| 3M | +11.5% | -15.8% | +27.3% | +22.1% |
| 6M | -7.2% | -33.4% | +26.3% | +14.2% |
| YTD | -15.4% | -41.0% | +25.6% | +11.4% |
| 1Y | -60.6% | -49.1% | -11.6% | -44.4% |
| 3Y | +260.8% | -59.8% | +320.6% | +442.8% |
| 5Y | +108.8% | -75.5% | +184.3% | +314.6% |
| All | +645.5% | -23.0% | +668.5% | +970.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling