+1,252.0%
MSTR vs NSC
+1,873.0%
-621.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +12.2% | -5.5% | +17.7% | +14.6% |
| 30D | +45.2% | -3.2% | +48.4% | +47.0% |
| 3M | +10.4% | +7.7% | +2.7% | +6.8% |
| 6M | -2.5% | +4.5% | -7.0% | -4.9% |
| YTD | -6.0% | +15.6% | -21.6% | -12.1% |
| 1Y | -56.4% | +19.8% | -76.2% | -59.9% |
| 3Y | +306.3% | +70.1% | +236.2% | +225.4% |
| 5Y | +100.5% | +46.1% | +54.4% | +73.1% |
| 10Y | +741.1% | +328.1% | +413.0% | +390.0% |
| All | +1,252.0% | +1,873.0% | -621.0% | +409.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling