+29.0%
NFLX vs MSTR
+104.3%
-75.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -5.1% |
| 7D | -4.2% | +12.2% | -16.4% | -6.4% |
| 30D | +5.5% | +45.2% | -39.7% | -1.8% |
| 3M | -4.1% | +10.4% | -14.4% | -7.2% |
| 6M | -20.7% | -2.5% | -18.2% | -22.7% |
| YTD | -16.5% | -6.0% | -10.5% | -19.4% |
| 1Y | -37.8% | -56.4% | +18.6% | -31.5% |
| 3Y | +77.9% | +306.3% | -228.4% | -5.0% |
| All | +29.0% | +104.3% | -75.3% | -32.2% |
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 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