-49.3%
MSTR vs NSC
+17.7%
-67.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.5% |
| 7D | -10.7% | -3.4% | -7.3% | -11.1% |
| 30D | -21.6% | +3.6% | -25.2% | -20.7% |
| 3M | +24.4% | -1.4% | +25.8% | +25.2% |
| 6M | -35.5% | +6.0% | -41.4% | -34.5% |
| YTD | -20.3% | +15.5% | -35.8% | -17.8% |
| 1Y | -49.3% | +16.2% | -65.5% | -48.4% |
| All | -49.3% | +17.7% | -67.0% | -48.4% |
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