+765.9%
MSTR vs NIO
-43.5%
+809.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -1.7% |
| 7D | -1.2% | +5.6% | -6.8% | -2.5% |
| 30D | -15.9% | -4.2% | -11.7% | -15.0% |
| 3M | +33.1% | -26.3% | +59.4% | +43.2% |
| 6M | -31.0% | -42.5% | +11.6% | -21.7% |
| YTD | -15.1% | -33.5% | +18.4% | -8.2% |
| 1Y | -45.6% | -52.7% | +7.0% | -36.4% |
| 3Y | +180.5% | -57.5% | +238.0% | +208.6% |
| 5Y | +61.7% | -92.0% | +153.6% | +131.8% |
| All | +765.9% | -43.5% | +809.4% | +1,022.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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