+404.3%
MSTR vs NXT
+246.1%
+158.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.0% | +15.1% | -19.1% | -8.0% |
| 30D | -18.6% | +21.8% | -40.4% | -23.5% |
| 3M | +25.6% | +1.6% | +24.0% | +24.2% |
| 6M | -33.1% | -16.7% | -16.4% | -30.7% |
| YTD | -17.3% | +20.4% | -37.8% | -24.3% |
| 1Y | -48.1% | +0.2% | -48.3% | -50.0% |
| 3Y | +154.2% | +208.7% | -54.5% | +73.7% |
| All | +404.3% | +246.1% | +158.2% | +231.0% |
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