+677.4%
MSTR vs NSC
+324.0%
+353.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.1% |
| 7D | +7.7% | -2.0% | +9.8% | +8.9% |
| 30D | +36.3% | -3.2% | +39.5% | +38.8% |
| 3M | +13.4% | +3.9% | +9.5% | +10.5% |
| 6M | -4.5% | +7.8% | -12.3% | -9.5% |
| YTD | -12.7% | +13.4% | -26.1% | -19.8% |
| 1Y | -59.6% | +20.3% | -79.9% | -64.2% |
| 3Y | +272.5% | +76.1% | +196.4% | +162.9% |
| 5Y | +107.1% | +45.0% | +62.1% | +65.9% |
| 10Y | +677.4% | +335.7% | +341.7% | +351.5% |
| All | +677.4% | +324.0% | +353.4% | +351.5% |
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 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