+49.5%
MSTR vs NKE
-75.2%
+124.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | -14.2% | -5.4% | -8.8% | -10.8% |
| 30D | -19.9% | +8.4% | -28.3% | -24.6% |
| 3M | +27.3% | -6.3% | +33.6% | +32.0% |
| 6M | -37.6% | -7.8% | -29.7% | -35.0% |
| YTD | -19.5% | -38.3% | +18.8% | +10.9% |
| 1Y | -47.1% | -37.3% | -9.8% | -29.9% |
| 3Y | +140.3% | -61.3% | +201.6% | +330.6% |
| 5Y | +49.5% | -74.8% | +124.4% | +344.8% |
| All | +49.5% | -75.2% | +124.7% | +344.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling