-8.5%
NFLX vs MSTR
+36.1%
-44.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.5% |
| 7D | -2.0% | -13.4% | +11.4% | +0.3% |
| 30D | -11.9% | -22.1% | +10.1% | -8.7% |
| 3M | -20.6% | +15.0% | -35.5% | -24.0% |
| 6M | -29.0% | -37.3% | +8.3% | -25.5% |
| YTD | -33.7% | -26.5% | -7.2% | -34.1% |
| 1Y | -46.2% | -46.5% | +0.3% | -43.4% |
| 3Y | +39.8% | +121.1% | -81.3% | -15.2% |
| All | -8.5% | +36.1% | -44.6% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling