+121.1%
MSTR vs NTR
+47.6%
+73.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -13.4% | -0.3% | -13.1% | -13.3% |
| 30D | -22.1% | +2.0% | -24.0% | -22.6% |
| 3M | +15.0% | +6.4% | +8.6% | +11.5% |
| 6M | -37.3% | +1.6% | -38.9% | -38.4% |
| YTD | -26.5% | +18.2% | -44.8% | -34.4% |
| 1Y | -46.5% | +23.9% | -70.4% | -53.5% |
| 3Y | +121.1% | +44.7% | +76.4% | +69.4% |
| All | +121.1% | +47.6% | +73.5% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling