+107.1%
MSTR vs NKE
-75.2%
+182.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.4% |
| 7D | +7.7% | -2.3% | +10.0% | +9.7% |
| 30D | +36.3% | -10.4% | +46.7% | +46.6% |
| 3M | +13.4% | -15.5% | +28.9% | +26.9% |
| 6M | -4.5% | -32.6% | +28.1% | +23.6% |
| YTD | -12.7% | -39.8% | +27.2% | +22.7% |
| 1Y | -59.6% | -47.6% | -12.0% | -38.2% |
| 3Y | +272.5% | -59.0% | +331.5% | +507.8% |
| 5Y | +107.1% | -74.9% | +182.1% | +483.9% |
| All | +107.1% | -75.2% | +182.4% | +483.9% |
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