+93.3%
MSTR vs NU
+5.2%
+88.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -4.2% |
| 7D | -11.5% | +0.8% | -12.3% | -11.9% |
| 30D | -24.8% | -24.1% | -0.7% | -12.7% |
| 3M | +20.6% | -12.8% | +33.4% | +26.9% |
| 6M | -38.0% | -10.9% | -27.1% | -35.7% |
| YTD | -24.7% | -29.3% | +4.6% | -11.4% |
| 1Y | -49.1% | -26.9% | -22.2% | -41.6% |
| 3Y | +124.7% | +38.8% | +85.8% | +71.1% |
| All | +93.3% | +5.2% | +88.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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