+142.3%
MSTR vs NKE
-61.0%
+203.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -14.2% | -5.4% | -8.8% | -12.5% |
| 30D | -19.9% | +8.4% | -28.3% | -22.2% |
| 3M | +27.3% | -6.3% | +33.6% | +29.8% |
| 6M | -37.6% | -7.8% | -29.7% | -36.1% |
| YTD | -19.5% | -38.3% | +18.8% | -5.9% |
| 1Y | -47.1% | -37.3% | -9.8% | -39.2% |
| All | +142.3% | -61.0% | +203.3% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling