+808.8%
NOW vs MSTR
+742.5%
+66.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -2.4% | +12.2% | -14.6% | -4.4% |
| 30D | +20.5% | +45.2% | -24.7% | +12.6% |
| 3M | +18.3% | +10.4% | +8.0% | +15.1% |
| 6M | +24.1% | -2.5% | +26.6% | +22.3% |
| YTD | -7.8% | -6.0% | -1.8% | -9.7% |
| 1Y | -21.4% | -56.4% | +35.0% | -13.0% |
| 3Y | +19.5% | +306.3% | -286.7% | -24.8% |
| 5Y | +4.1% | +100.5% | -96.4% | -35.0% |
| All | +808.8% | +742.5% | +66.2% | +189.2% |
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 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