+677.4%
MSTR vs NOK
+127.4%
+550.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | +7.7% | +9.3% | -1.6% | +4.4% |
| 30D | +36.3% | +17.9% | +18.5% | +28.6% |
| 3M | +13.4% | -22.3% | +35.7% | +21.5% |
| 6M | -4.5% | +36.4% | -40.9% | -17.8% |
| YTD | -12.7% | +66.3% | -79.0% | -29.8% |
| 1Y | -59.6% | +134.4% | -194.0% | -71.7% |
| 3Y | +272.5% | +186.6% | +85.9% | +142.5% |
| 5Y | +107.1% | +102.7% | +4.5% | +49.8% |
| 10Y | +677.4% | +129.8% | +547.6% | +396.3% |
| All | +677.4% | +127.4% | +550.0% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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