+103.8%
MSTR vs NLY
+25.6%
+78.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.3% |
| 7D | -8.3% | -4.0% | -4.3% | -4.8% |
| 30D | +38.1% | -5.2% | +43.3% | +45.2% |
| 3M | +9.0% | +2.8% | +6.2% | +6.3% |
| 6M | -5.3% | +4.2% | -9.5% | -8.7% |
| YTD | -13.8% | +4.7% | -18.5% | -17.7% |
| 1Y | -59.8% | +12.7% | -72.6% | -64.5% |
| 3Y | +282.2% | +62.5% | +219.6% | +138.1% |
| All | +103.8% | +25.6% | +78.2% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling