-56.4%
MSTR vs NOC
-10.0%
-46.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +12.2% | -5.2% | +17.3% | +12.5% |
| 30D | +45.2% | -7.2% | +52.4% | +44.7% |
| 3M | +10.4% | -5.1% | +15.5% | +9.4% |
| 6M | -2.5% | -31.1% | +28.6% | +3.2% |
| YTD | -6.0% | -8.6% | +2.6% | -10.3% |
| 1Y | -56.4% | -9.7% | -46.7% | -55.9% |
| All | -56.4% | -10.0% | -46.4% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling