+52,899.3%
NFLX vs MSTR
+8,791.7%
+44,107.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +2.1% | -1.2% | +3.4% | +2.3% |
| 30D | -9.0% | -15.9% | +6.9% | -6.4% |
| 3M | -14.0% | +33.1% | -47.1% | -20.7% |
| 6M | -28.2% | -31.0% | +2.8% | -25.5% |
| YTD | -32.4% | -15.1% | -17.2% | -34.8% |
| 1Y | -42.2% | -45.6% | +3.4% | -39.1% |
| 3Y | +45.9% | +180.5% | -134.7% | -13.8% |
| 5Y | -1.8% | +61.7% | -63.5% | -42.8% |
| 10Y | +419.6% | +578.0% | -158.4% | +67.4% |
| All | +52,899.3% | +8,791.7% | +44,107.6% | +5,301.0% |
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