+713.2%
MSTR vs NIO
-45.3%
+758.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.7% |
| 7D | -10.7% | +2.8% | -13.6% | -11.3% |
| 30D | -21.6% | -8.4% | -13.2% | -19.8% |
| 3M | +24.4% | -32.0% | +56.3% | +36.3% |
| 6M | -35.5% | -43.9% | +8.5% | -26.3% |
| YTD | -20.3% | -35.7% | +15.4% | -13.2% |
| 1Y | -49.3% | -51.1% | +1.8% | -41.1% |
| 3Y | +137.8% | -54.7% | +192.5% | +158.1% |
| 5Y | +48.3% | -91.7% | +140.0% | +112.9% |
| All | +713.2% | -45.3% | +758.5% | +962.9% |
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