+65,302.9%
NFLX vs MSTR
+9,748.3%
+55,554.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -5.1% |
| 7D | -4.2% | +12.2% | -16.4% | -6.8% |
| 30D | +5.5% | +45.2% | -39.7% | -3.2% |
| 3M | -4.1% | +10.4% | -14.4% | -7.9% |
| 6M | -20.7% | -2.5% | -18.2% | -23.2% |
| YTD | -16.5% | -6.0% | -10.5% | -20.1% |
| 1Y | -37.8% | -56.4% | +18.6% | -30.9% |
| 3Y | +77.9% | +306.3% | -228.4% | -2.4% |
| 5Y | +32.5% | +100.5% | -68.0% | -25.8% |
| 10Y | +703.6% | +741.1% | -37.5% | +148.3% |
| All | +65,302.9% | +9,748.3% | +55,554.6% | +6,514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling