+746.9%
MSTR vs NTR
+81.1%
+665.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -13.4% | -0.3% | -13.1% | -13.3% |
| 30D | -22.1% | +2.0% | -24.0% | -22.9% |
| 3M | +15.0% | +6.4% | +8.6% | +10.8% |
| 6M | -37.3% | +1.6% | -38.9% | -38.6% |
| YTD | -26.5% | +18.2% | -44.8% | -34.3% |
| 1Y | -46.5% | +23.9% | -70.4% | -53.3% |
| 3Y | +121.1% | +44.7% | +76.4% | +75.3% |
| 5Y | +37.5% | +21.3% | +16.2% | +15.1% |
| All | +746.9% | +81.1% | +665.8% | +431.6% |
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