-59.6%
MSTR vs NWSA
+2.0%
-61.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +7.7% | -3.1% | +10.8% | +8.2% |
| 30D | +36.3% | +4.3% | +32.1% | +36.4% |
| 3M | +13.4% | +9.2% | +4.2% | +12.0% |
| 6M | -4.5% | +21.6% | -26.1% | -6.5% |
| YTD | -12.7% | +14.2% | -26.9% | -11.7% |
| 1Y | -59.6% | +1.8% | -61.4% | -58.9% |
| All | -59.6% | +2.0% | -61.6% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling