+526.8%
MSTR vs NOK
+124.2%
+402.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -10.7% | -2.7% | -8.0% | -10.0% |
| 30D | -21.6% | -20.4% | -1.2% | -15.8% |
| 3M | +24.4% | -9.6% | +34.0% | +26.5% |
| 6M | -35.5% | -35.6% | +0.2% | -28.3% |
| YTD | -20.3% | +27.5% | -47.8% | -31.2% |
| 1Y | -49.3% | +18.4% | -67.7% | -55.0% |
| 3Y | +137.8% | +151.8% | -14.0% | +58.6% |
| 5Y | +48.3% | +61.1% | -12.8% | +14.4% |
| 10Y | +526.8% | +123.7% | +403.1% | +304.1% |
| All | +526.8% | +124.2% | +402.6% | +304.1% |
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