+154.2%
MSTR vs NOK
+149.0%
+5.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -4.9% |
| 7D | -4.0% | -1.4% | -2.5% | -3.6% |
| 30D | -18.6% | -21.0% | +2.4% | -12.2% |
| 3M | +25.6% | -12.6% | +38.2% | +29.1% |
| 6M | -33.1% | -36.2% | +3.1% | -25.5% |
| YTD | -17.3% | +26.4% | -43.8% | -33.0% |
| 1Y | -48.1% | +19.6% | -67.7% | -56.8% |
| 3Y | +154.2% | +152.6% | +1.6% | +35.5% |
| All | +154.2% | +149.0% | +5.2% | +35.5% |
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