+74.4%
NFLX vs MSTR
+306.3%
-231.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -5.2% |
| 7D | -4.2% | +12.2% | -16.4% | -5.3% |
| 30D | +5.5% | +45.2% | -39.7% | +1.6% |
| 3M | -4.1% | +10.4% | -14.4% | -5.7% |
| 6M | -20.7% | -2.5% | -18.2% | -21.8% |
| YTD | -16.5% | -6.0% | -10.5% | -18.0% |
| 1Y | -37.8% | -56.4% | +18.6% | -34.5% |
| All | +74.4% | +306.3% | -231.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling