+659.5%
MSTR vs NLY
+81.8%
+577.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | -8.3% | -4.0% | -4.3% | -6.2% |
| 30D | +38.1% | -5.2% | +43.3% | +42.3% |
| 3M | +9.0% | +2.8% | +6.2% | +7.5% |
| 6M | -5.3% | +4.2% | -9.5% | -7.2% |
| YTD | -13.8% | +4.7% | -18.5% | -15.9% |
| 1Y | -59.8% | +12.7% | -72.6% | -62.4% |
| 3Y | +282.2% | +62.5% | +219.6% | +196.5% |
| 5Y | +112.8% | +26.3% | +86.4% | +85.1% |
| All | +659.5% | +81.8% | +577.6% | +540.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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