+1,058.3%
MSTR vs NOC
+1,958.6%
-900.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -14.2% | +4.9% | -19.0% | -15.3% |
| 30D | -19.9% | +13.6% | -33.5% | -23.0% |
| 3M | +27.3% | -3.9% | +31.2% | +27.7% |
| 6M | -37.6% | +1.4% | -39.0% | -38.4% |
| YTD | -19.5% | -2.2% | -17.3% | -20.3% |
| 1Y | -47.1% | -1.2% | -45.9% | -47.8% |
| 3Y | +140.3% | +25.0% | +115.3% | +115.5% |
| 5Y | +49.5% | +66.0% | -16.5% | +20.2% |
| 10Y | +521.9% | +161.4% | +360.4% | +308.4% |
| All | +1,058.3% | +1,958.6% | -900.3% | +425.9% |
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 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