-31.0%
MSTR vs NSC
+2.4%
-33.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.7% |
| 7D | -1.2% | -6.6% | +5.4% | -2.3% |
| 30D | -15.9% | +2.2% | -18.1% | -14.3% |
| 3M | +33.1% | -6.2% | +39.3% | +33.1% |
| 6M | -31.0% | +1.7% | -32.7% | -30.0% |
| All | -31.0% | +2.4% | -33.4% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling