+506.3%
NOW vs MSTR
+524.4%
-18.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.4% |
| 7D | -8.7% | -10.7% | +2.0% | -6.9% |
| 30D | -29.3% | -21.6% | -7.7% | -26.2% |
| 3M | -21.8% | +24.4% | -46.2% | -25.3% |
| 6M | +9.2% | -35.5% | +44.7% | +15.6% |
| YTD | -35.0% | -20.3% | -14.7% | -34.7% |
| 1Y | -42.5% | -49.3% | +6.8% | -37.9% |
| 3Y | -21.5% | +137.8% | -159.3% | -45.2% |
| 5Y | -25.8% | +48.3% | -74.1% | -51.4% |
| 10Y | +506.3% | +526.8% | -20.4% | +96.2% |
| All | +506.3% | +524.4% | -18.1% | +96.2% |
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