+45.9%
NFLX vs MSTR
+179.7%
-133.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +2.1% | -1.2% | +3.4% | +2.2% |
| 30D | -9.0% | -15.9% | +6.9% | -8.0% |
| 3M | -14.0% | +33.1% | -47.1% | -16.7% |
| 6M | -28.2% | -31.0% | +2.8% | -27.0% |
| YTD | -32.4% | -15.1% | -17.2% | -33.3% |
| 1Y | -42.2% | -45.6% | +3.4% | -40.7% |
| 3Y | +45.9% | +180.5% | -134.7% | +41.2% |
| All | +45.9% | +179.7% | -133.8% | +41.2% |
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