+359.4%
MSTR vs NXT
+208.8%
+150.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.9% | +0.5% | -4.3% |
| 7D | -11.5% | -6.0% | -5.5% | -9.8% |
| 30D | -24.8% | +5.4% | -30.3% | -26.1% |
| 3M | +20.6% | -9.7% | +30.4% | +23.8% |
| 6M | -38.0% | -25.3% | -12.6% | -33.5% |
| YTD | -24.7% | +7.5% | -32.2% | -28.5% |
| 1Y | -49.1% | -3.0% | -46.1% | -50.3% |
| 3Y | +124.7% | +171.4% | -46.7% | +59.7% |
| All | +359.4% | +208.8% | +150.6% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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