+1,276.7%
MSTR vs NWSA
+99.8%
+1,176.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.7% |
| 7D | -10.7% | -9.7% | -1.1% | -5.2% |
| 30D | -21.6% | -8.6% | -12.9% | -17.3% |
| 3M | +24.4% | -6.3% | +30.7% | +29.1% |
| 6M | -35.5% | -1.2% | -34.3% | -35.8% |
| YTD | -20.3% | +2.6% | -23.0% | -23.4% |
| 1Y | -49.3% | 0.0% | -49.4% | -50.5% |
| 3Y | +137.8% | +30.1% | +107.7% | +102.6% |
| 5Y | +48.3% | +18.3% | +30.0% | +34.3% |
| 10Y | +526.8% | +149.3% | +377.4% | +316.3% |
| All | +1,276.7% | +99.8% | +1,176.9% | +891.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling