-42.3%
MSTR vs NSC
+24.4%
-66.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.3% |
| 7D | -1.8% | +1.8% | -3.6% | -1.4% |
| 30D | -13.3% | +8.8% | -22.1% | -11.7% |
| 3M | +46.0% | +1.2% | +44.7% | +47.2% |
| 6M | -22.4% | +11.3% | -33.8% | -20.7% |
| YTD | -6.2% | +20.7% | -26.9% | -2.2% |
| 1Y | -42.3% | +23.4% | -65.7% | -40.5% |
| All | -42.3% | +24.4% | -66.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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