+893.7%
MSTR vs NTR
+97.9%
+795.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -8.3% | -1.3% | -7.0% | -7.8% |
| 30D | +38.1% | +16.8% | +21.3% | +28.8% |
| 3M | +9.0% | +20.7% | -11.7% | -0.3% |
| 6M | -5.3% | +0.5% | -5.9% | -7.3% |
| YTD | -13.8% | +29.2% | -43.0% | -25.3% |
| 1Y | -59.8% | +39.6% | -99.4% | -66.6% |
| 3Y | +282.2% | +37.9% | +244.3% | +212.0% |
| 5Y | +112.8% | +47.1% | +65.7% | +64.5% |
| All | +893.7% | +97.9% | +795.8% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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