+391.3%
MSTR vs NXT
+231.9%
+159.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -14.2% | -5.7% | -8.4% | -12.5% |
| 30D | -19.9% | +18.5% | -38.4% | -24.0% |
| 3M | +27.3% | -4.1% | +31.4% | +28.2% |
| 6M | -37.6% | -20.3% | -17.2% | -34.4% |
| YTD | -19.5% | +15.5% | -35.0% | -25.2% |
| 1Y | -47.1% | -5.0% | -42.2% | -48.2% |
| 3Y | +140.3% | +191.6% | -51.4% | +66.9% |
| All | +391.3% | +231.9% | +159.4% | +226.7% |
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