+645.5%
MSTR vs NRG
+1,065.0%
-419.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.0% |
| 7D | -11.2% | -0.2% | -11.1% | -11.3% |
| 30D | +33.8% | -6.8% | +40.6% | +36.5% |
| 3M | +11.5% | -7.1% | +18.6% | +11.6% |
| 6M | -7.2% | -27.6% | +20.4% | +0.5% |
| YTD | -15.4% | -29.2% | +13.8% | -7.9% |
| 1Y | -60.6% | -29.9% | -30.7% | -57.0% |
| 3Y | +260.8% | +198.7% | +62.2% | +127.2% |
| 5Y | +108.8% | +192.9% | -84.1% | +32.6% |
| All | +645.5% | +1,065.0% | -419.6% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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