+275.2%
MSTR vs NYT
+55.5%
+219.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -11.2% | -0.7% | -10.5% | -11.1% |
| 30D | +33.8% | +4.5% | +29.3% | +32.2% |
| 3M | +11.5% | -8.5% | +20.0% | +13.2% |
| 6M | -7.2% | -15.1% | +7.9% | -4.3% |
| YTD | -15.4% | -3.3% | -12.1% | -16.6% |
| 1Y | -60.6% | +17.0% | -77.6% | -64.2% |
| All | +275.2% | +55.5% | +219.7% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling