+721.7%
MSTR vs NIO
-46.0%
+767.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -14.2% | -1.8% | -12.3% | -13.8% |
| 30D | -19.9% | -6.6% | -13.2% | -18.4% |
| 3M | +27.3% | -29.9% | +57.2% | +38.6% |
| 6M | -37.6% | -46.6% | +9.1% | -27.9% |
| YTD | -19.5% | -36.5% | +17.0% | -12.0% |
| 1Y | -47.1% | -51.1% | +4.0% | -38.6% |
| 3Y | +140.3% | -55.2% | +195.5% | +161.6% |
| 5Y | +49.5% | -92.3% | +141.8% | +116.7% |
| All | +721.7% | -46.0% | +767.7% | +977.2% |
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