+526.8%
MSTR vs NSC
+301.1%
+225.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.9% |
| 7D | -10.7% | -3.4% | -7.3% | -9.0% |
| 30D | -21.6% | +3.6% | -25.2% | -23.1% |
| 3M | +24.4% | -1.4% | +25.8% | +25.0% |
| 6M | -35.5% | +6.0% | -41.4% | -38.2% |
| YTD | -20.3% | +15.5% | -35.8% | -27.8% |
| 1Y | -49.3% | +16.2% | -65.5% | -54.4% |
| 3Y | +137.8% | +76.9% | +60.8% | +67.2% |
| 5Y | +48.3% | +29.3% | +19.0% | +23.8% |
| 10Y | +526.8% | +298.3% | +228.5% | +300.9% |
| All | +526.8% | +301.1% | +225.7% | +300.9% |
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