-59.6%
MSTR vs NOK
+134.9%
-194.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.0% |
| 7D | +7.7% | +9.3% | -1.6% | +5.5% |
| 30D | +36.3% | +17.9% | +18.5% | +31.1% |
| 3M | +13.4% | -22.3% | +35.7% | +18.6% |
| 6M | -4.5% | +36.4% | -40.9% | -15.9% |
| YTD | -12.7% | +66.3% | -79.0% | -26.1% |
| 1Y | -59.6% | +134.4% | -194.0% | -62.8% |
| All | -59.6% | +134.9% | -194.5% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling