+649.7%
MSTR vs NIO
-51.7%
+701.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.3% |
| 7D | -13.4% | -14.5% | +1.0% | -10.1% |
| 30D | -22.1% | -15.0% | -7.1% | -18.9% |
| 3M | +15.0% | -35.6% | +50.5% | +27.7% |
| 6M | -37.3% | -55.7% | +18.4% | -24.2% |
| YTD | -26.5% | -43.1% | +16.6% | -17.5% |
| 1Y | -46.5% | -53.5% | +7.1% | -37.1% |
| 3Y | +121.1% | -59.8% | +180.9% | +147.1% |
| 5Y | +37.5% | -93.2% | +130.7% | +105.0% |
| All | +649.7% | -51.7% | +701.3% | +909.4% |
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