+983.5%
MSTR vs NTR
+100.5%
+882.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | +12.2% | +8.1% | +4.1% | +8.3% |
| 30D | +45.2% | +18.8% | +26.4% | +34.3% |
| 3M | +10.4% | +16.2% | -5.8% | +2.8% |
| 6M | -2.5% | +9.8% | -12.2% | -8.5% |
| YTD | -6.0% | +30.9% | -36.9% | -18.9% |
| 1Y | -56.4% | +41.8% | -98.2% | -64.0% |
| 3Y | +306.3% | +35.8% | +270.5% | +234.3% |
| 5Y | +100.5% | +51.0% | +49.4% | +53.1% |
| All | +983.5% | +100.5% | +882.9% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling