+448.2%
MSTR vs NXT
+181.9%
+266.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | +9.3% | +2.9% | +6.5% | +8.4% |
| 30D | +36.5% | -17.2% | +53.8% | +44.2% |
| 3M | +7.3% | -32.0% | +39.3% | +19.5% |
| 6M | +2.2% | -15.8% | +18.0% | +5.5% |
| YTD | -10.2% | -1.9% | -8.2% | -12.1% |
| 1Y | -58.6% | +22.5% | -81.1% | -62.2% |
| 3Y | +283.2% | +100.5% | +182.6% | +191.1% |
| All | +448.2% | +181.9% | +266.3% | +284.3% |
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