+130.7%
MSTR vs NU
+36.3%
+94.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +9.3% | +6.0% | +3.3% | +5.6% |
| 30D | +36.5% | +10.8% | +25.7% | +27.7% |
| 3M | +7.3% | +32.2% | -24.8% | -9.7% |
| 6M | +2.2% | +5.1% | -2.9% | -1.8% |
| YTD | -10.2% | -8.4% | -1.7% | -7.1% |
| 1Y | -58.6% | +0.7% | -59.3% | -59.8% |
| 3Y | +283.2% | +125.1% | +158.1% | +123.5% |
| All | +130.7% | +36.3% | +94.4% | +35.4% |
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