+18.3%
NOW vs MSTR
+306.3%
-288.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | -2.4% | +12.2% | -14.6% | -4.0% |
| 30D | +20.5% | +45.2% | -24.7% | +14.4% |
| 3M | +18.3% | +10.4% | +8.0% | +15.8% |
| 6M | +24.1% | -2.5% | +26.6% | +22.7% |
| YTD | -7.8% | -6.0% | -1.8% | -9.1% |
| 1Y | -21.4% | -56.4% | +35.0% | -15.9% |
| All | +18.3% | +306.3% | -288.0% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling