+275.2%
MSTR vs NLY
+64.9%
+210.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.1% |
| 7D | -11.2% | -3.6% | -7.6% | -8.7% |
| 30D | +33.8% | -4.9% | +38.7% | +39.1% |
| 3M | +11.5% | +6.2% | +5.3% | +6.9% |
| 6M | -7.2% | +4.5% | -11.6% | -9.8% |
| YTD | -15.4% | +5.1% | -20.5% | -18.4% |
| 1Y | -60.6% | +13.5% | -74.1% | -64.4% |
| All | +275.2% | +64.9% | +210.2% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling