+481.0%
MSTR vs NOC
+160.0%
+321.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -13.4% | +4.8% | -18.3% | -14.1% |
| 30D | -22.1% | +11.0% | -33.1% | -23.5% |
| 3M | +15.0% | -3.8% | +18.7% | +15.2% |
| 6M | -37.3% | +0.6% | -37.9% | -37.7% |
| YTD | -26.5% | -2.3% | -24.3% | -27.0% |
| 1Y | -46.5% | +0.3% | -46.7% | -47.0% |
| 3Y | +121.1% | +24.6% | +96.5% | +106.7% |
| 5Y | +37.5% | +66.0% | -28.5% | +18.7% |
| All | +481.0% | +160.0% | +321.0% | +367.3% |
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