+409.0%
NFLX vs MSTR
+568.1%
-159.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +2.1% | -1.2% | +3.4% | +2.3% |
| 30D | -9.0% | -15.9% | +6.9% | -7.1% |
| 3M | -14.0% | +33.1% | -47.1% | -18.9% |
| 6M | -28.2% | -31.0% | +2.8% | -26.1% |
| YTD | -32.4% | -15.1% | -17.2% | -34.0% |
| 1Y | -42.2% | -45.6% | +3.4% | -39.7% |
| 3Y | +45.9% | +180.5% | -134.7% | -2.1% |
| 5Y | -1.8% | +61.7% | -63.5% | -38.6% |
| All | +409.0% | +568.1% | -159.1% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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