+1,523.8%
MSTR vs NWSA
+127.4%
+1,396.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.3% |
| 7D | +12.2% | -1.9% | +14.0% | +13.5% |
| 30D | +45.2% | +4.6% | +40.6% | +41.2% |
| 3M | +10.4% | +13.2% | -2.8% | +1.6% |
| 6M | -2.5% | +27.0% | -29.5% | -16.6% |
| YTD | -6.0% | +16.8% | -22.9% | -16.1% |
| 1Y | -56.4% | +4.5% | -60.9% | -58.5% |
| 3Y | +306.3% | +46.2% | +260.1% | +222.9% |
| 5Y | +100.5% | +40.9% | +59.6% | +65.5% |
| 10Y | +741.1% | +145.1% | +596.0% | +442.6% |
| All | +1,523.8% | +127.4% | +1,396.4% | +984.7% |
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