+1,192.5%
MSTR vs NYT
+168.4%
+1,024.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.8% |
| 7D | +9.3% | +0.3% | +9.0% | +9.1% |
| 30D | +36.5% | +7.0% | +29.6% | +33.2% |
| 3M | +7.3% | -7.9% | +15.2% | +9.7% |
| 6M | +2.2% | -15.0% | +17.3% | +6.7% |
| YTD | -10.2% | -1.3% | -8.9% | -11.3% |
| 1Y | -58.6% | +16.9% | -75.5% | -61.8% |
| 3Y | +283.2% | +58.9% | +224.3% | +213.3% |
| 5Y | +113.8% | +40.9% | +72.9% | +85.6% |
| 10Y | +690.7% | +471.8% | +218.9% | +319.8% |
| All | +1,192.5% | +168.4% | +1,024.1% | +808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling