+514.0%
NOW vs MSTR
+461.5%
+52.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.0% |
| 7D | +0.3% | -13.4% | +13.7% | +2.8% |
| 30D | -27.0% | -22.1% | -4.9% | -23.7% |
| 3M | -19.6% | +15.0% | -34.6% | -22.2% |
| 6M | +17.5% | -37.3% | +54.8% | +25.0% |
| YTD | -33.3% | -26.5% | -6.7% | -32.1% |
| 1Y | -39.8% | -46.5% | +6.6% | -35.6% |
| 3Y | -19.9% | +121.1% | -141.0% | -43.4% |
| 5Y | -26.1% | +37.5% | -63.6% | -50.9% |
| All | +514.0% | +461.5% | +52.5% | +93.6% |
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