+41.0%
NFLX vs MSTR
+127.9%
-86.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.4% |
| 7D | -4.4% | -11.5% | +7.1% | -3.5% |
| 30D | -11.0% | -24.8% | +13.8% | -9.2% |
| 3M | -15.5% | +20.6% | -36.2% | -17.6% |
| 6M | -28.5% | -38.0% | +9.5% | -26.7% |
| YTD | -33.1% | -24.7% | -8.4% | -33.4% |
| 1Y | -45.8% | -49.1% | +3.2% | -44.2% |
| All | +41.0% | +127.9% | -86.9% | +38.3% |
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