+536.9%
MSTR vs NSC
+299.5%
+237.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -14.2% | -3.5% | -10.6% | -12.5% |
| 30D | -19.9% | +3.9% | -23.8% | -21.6% |
| 3M | +27.3% | -0.8% | +28.1% | +27.5% |
| 6M | -37.6% | +7.1% | -44.7% | -40.6% |
| YTD | -19.5% | +16.4% | -35.9% | -27.4% |
| 1Y | -47.1% | +16.9% | -64.0% | -52.6% |
| 3Y | +140.3% | +78.4% | +61.9% | +68.1% |
| 5Y | +49.5% | +33.1% | +16.4% | +23.1% |
| All | +536.9% | +299.5% | +237.4% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling