+304.5%
MSTR vs NOK
+168.5%
+136.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.3% |
| 7D | +12.2% | -1.8% | +13.9% | +12.8% |
| 30D | +45.2% | +4.7% | +40.5% | +42.5% |
| 3M | +10.4% | -39.7% | +50.0% | +30.1% |
| 6M | -2.5% | +23.1% | -25.6% | -16.8% |
| YTD | -6.0% | +55.0% | -61.0% | -27.7% |
| 1Y | -56.4% | +118.0% | -174.5% | -72.8% |
| All | +304.5% | +168.5% | +136.0% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling