+743.5%
MSTR vs NIO
-43.2%
+786.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -4.0% | +6.9% | -10.9% | -5.4% |
| 30D | -18.6% | -4.7% | -13.9% | -17.6% |
| 3M | +25.6% | -28.1% | +53.6% | +35.8% |
| 6M | -33.1% | -41.7% | +8.7% | -24.3% |
| YTD | -17.3% | -33.1% | +15.8% | -10.8% |
| 1Y | -48.1% | -50.3% | +2.2% | -40.0% |
| 3Y | +154.2% | -54.4% | +208.5% | +175.3% |
| 5Y | +46.2% | -91.6% | +137.8% | +108.5% |
| All | +743.5% | -43.2% | +786.7% | +992.3% |
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