+554.5%
MSTR vs NWSA
+159.6%
+394.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -4.0% | -10.5% | +6.6% | +3.3% |
| 30D | -18.6% | -8.8% | -9.9% | -13.7% |
| 3M | +25.6% | -6.5% | +32.1% | +31.0% |
| 6M | -33.1% | -1.3% | -31.7% | -33.5% |
| YTD | -17.3% | +2.5% | -19.8% | -21.0% |
| 1Y | -48.1% | +0.2% | -48.3% | -49.6% |
| 3Y | +154.2% | +27.6% | +126.6% | +113.4% |
| 5Y | +46.2% | +17.0% | +29.2% | +29.1% |
| 10Y | +554.5% | +148.3% | +406.2% | +338.3% |
| All | +554.5% | +159.6% | +394.9% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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