-26.0%
NOW vs MSTR
+60.8%
-86.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.3% | +3.4% | -4.2% |
| 7D | -6.7% | -8.7% | +2.0% | -5.1% |
| 30D | -25.8% | -21.4% | -4.4% | -22.5% |
| 3M | -12.7% | +31.4% | -44.1% | -17.6% |
| 6M | +11.2% | -30.8% | +42.1% | +16.4% |
| YTD | -33.2% | -14.9% | -18.3% | -33.7% |
| 1Y | -41.8% | -49.3% | +7.5% | -37.0% |
| 3Y | -15.7% | +184.8% | -200.5% | -46.5% |
| 5Y | -26.0% | +62.1% | -88.2% | -53.1% |
| All | -26.0% | +60.8% | -86.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling