+1,252.0%
MSTR vs NOC
+1,824.2%
-572.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | +12.2% | -5.2% | +17.3% | +13.9% |
| 30D | +45.2% | -7.2% | +52.4% | +47.7% |
| 3M | +10.4% | -5.1% | +15.5% | +11.4% |
| 6M | -2.5% | -31.1% | +28.6% | +7.7% |
| YTD | -6.0% | -8.6% | +2.6% | -4.8% |
| 1Y | -56.4% | -9.7% | -46.7% | -55.7% |
| 3Y | +306.3% | +24.3% | +282.0% | +264.5% |
| 5Y | +100.5% | +52.6% | +47.9% | +65.8% |
| 10Y | +741.1% | +183.6% | +557.5% | +436.9% |
| All | +1,252.0% | +1,824.2% | -572.2% | +528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling