+499.2%
NOW vs MSTR
+568.1%
-68.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | -26.0% | -15.9% | -10.1% | -23.8% |
| 3M | -13.1% | +33.1% | -46.2% | -18.0% |
| 6M | +14.5% | -31.0% | +45.5% | +19.7% |
| YTD | -33.4% | -15.1% | -18.3% | -33.9% |
| 1Y | -40.6% | -45.6% | +5.0% | -36.7% |
| 3Y | -16.3% | +180.5% | -196.8% | -43.4% |
| 5Y | -26.3% | +61.7% | -88.0% | -52.4% |
| All | +499.2% | +568.1% | -68.9% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling