+1,120.6%
MSTR vs NSC
+1,815.9%
-695.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.8% |
| 7D | -1.2% | -6.6% | +5.4% | +1.5% |
| 30D | -15.9% | +2.2% | -18.1% | -16.7% |
| 3M | +33.1% | -6.2% | +39.3% | +36.2% |
| 6M | -31.0% | +1.7% | -32.7% | -32.0% |
| YTD | -15.1% | +12.2% | -27.4% | -19.9% |
| 1Y | -45.6% | +15.4% | -61.1% | -49.3% |
| 3Y | +180.5% | +73.3% | +107.2% | +123.3% |
| 5Y | +61.7% | +24.7% | +37.0% | +47.2% |
| 10Y | +578.0% | +324.5% | +253.5% | +296.2% |
| All | +1,120.6% | +1,815.9% | -695.3% | +364.3% |
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