+659.5%
MSTR vs NYT
+489.9%
+169.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -8.3% | -0.6% | -7.7% | -8.0% |
| 30D | +38.1% | +4.6% | +33.5% | +35.2% |
| 3M | +9.0% | -9.6% | +18.6% | +13.0% |
| 6M | -5.3% | -14.0% | +8.7% | -0.6% |
| YTD | -13.8% | -2.8% | -11.0% | -15.1% |
| 1Y | -59.8% | +15.6% | -75.4% | -64.0% |
| 3Y | +282.2% | +56.3% | +225.9% | +185.9% |
| 5Y | +112.8% | +39.5% | +73.3% | +59.5% |
| All | +659.5% | +489.9% | +169.5% | +303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling