-42.3%
MSTR vs NYT
+16.5%
-58.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.1% |
| 7D | -1.8% | -3.9% | +2.1% | -2.0% |
| 30D | -13.3% | +4.3% | -17.6% | -13.3% |
| 3M | +46.0% | -11.7% | +57.7% | +44.8% |
| 6M | -22.4% | -14.4% | -8.0% | -24.1% |
| YTD | -6.2% | -3.0% | -3.1% | -1.0% |
| 1Y | -42.3% | +16.5% | -58.8% | -30.3% |
| All | -42.3% | +16.5% | -58.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling