+1,156.3%
MSTR vs NLY
+1,457.1%
-300.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +7.7% | -0.4% | +8.2% | +7.9% |
| 30D | +36.3% | -1.3% | +37.6% | +37.0% |
| 3M | +13.4% | +7.6% | +5.8% | +10.8% |
| 6M | -4.5% | +8.9% | -13.4% | -7.0% |
| YTD | -12.7% | +8.1% | -20.7% | -14.8% |
| 1Y | -59.6% | +15.8% | -75.4% | -61.5% |
| 3Y | +272.5% | +70.2% | +202.3% | +215.1% |
| 5Y | +107.1% | +30.0% | +77.2% | +92.1% |
| 10Y | +677.4% | +86.8% | +590.6% | +540.0% |
| All | +1,156.3% | +1,457.1% | -300.8% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling