+554.5%
MSTR vs NOC
+158.6%
+395.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.0% |
| 7D | -4.0% | -2.9% | -1.0% | -3.6% |
| 30D | -18.6% | +12.1% | -30.8% | -20.3% |
| 3M | +25.6% | -5.3% | +30.8% | +26.1% |
| 6M | -33.1% | -1.0% | -32.0% | -33.3% |
| YTD | -17.3% | -4.3% | -13.0% | -17.6% |
| 1Y | -48.1% | -3.6% | -44.4% | -48.3% |
| 3Y | +154.2% | +22.9% | +131.3% | +138.1% |
| 5Y | +46.2% | +60.4% | -14.2% | +27.0% |
| 10Y | +554.5% | +161.3% | +393.3% | +434.2% |
| All | +554.5% | +158.6% | +395.9% | +434.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling