+2,410.0%
MSTR vs NRG
+1,598.0%
+812.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | +9.3% | +9.3% | +0.1% | +6.3% |
| 30D | +36.5% | +1.3% | +35.2% | +35.5% |
| 3M | +7.3% | -6.0% | +13.3% | +7.2% |
| 6M | +2.2% | -22.0% | +24.2% | +7.3% |
| YTD | -10.2% | -24.1% | +14.0% | -5.1% |
| 1Y | -58.6% | -18.0% | -40.6% | -57.3% |
| 3Y | +283.2% | +220.0% | +63.2% | +154.1% |
| 5Y | +113.8% | +201.1% | -87.3% | +44.2% |
| 10Y | +690.7% | +1,085.1% | -394.4% | +250.3% |
| All | +2,410.0% | +1,598.0% | +812.1% | +773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling