+1,366.1%
MSTR vs NWSA
+98.2%
+1,268.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -1.2% | -9.4% | +8.2% | +4.7% |
| 30D | -15.9% | -7.8% | -8.2% | -11.9% |
| 3M | +33.1% | -10.8% | +43.9% | +42.1% |
| 6M | -31.0% | +1.1% | -32.1% | -32.4% |
| YTD | -15.1% | +1.8% | -16.9% | -18.0% |
| 1Y | -45.6% | +6.0% | -51.7% | -48.9% |
| 3Y | +180.5% | +24.6% | +155.9% | +144.9% |
| 5Y | +61.7% | +13.1% | +48.5% | +49.1% |
| 10Y | +578.0% | +148.5% | +429.5% | +351.7% |
| All | +1,366.1% | +98.2% | +1,268.0% | +961.1% |
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