+659.5%
MSTR vs NTRS
+259.9%
+399.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | -8.3% | +1.4% | -9.7% | -9.1% |
| 30D | +38.1% | -0.7% | +38.8% | +38.4% |
| 3M | +9.0% | +11.3% | -2.3% | +1.7% |
| 6M | -5.3% | +35.5% | -40.9% | -22.8% |
| YTD | -13.8% | +40.6% | -54.4% | -30.8% |
| 1Y | -59.8% | +49.2% | -109.0% | -69.0% |
| 3Y | +282.2% | +167.2% | +115.0% | +107.2% |
| 5Y | +112.8% | +94.9% | +17.8% | +40.4% |
| All | +659.5% | +259.9% | +399.5% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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