+308.9%
MSTR vs NIO
-64.6%
+373.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +12.2% | -13.0% | +25.2% | +15.8% |
| 30D | +45.2% | -18.3% | +63.4% | +52.0% |
| 3M | +10.4% | -33.2% | +43.6% | +21.1% |
| 6M | -2.5% | -21.5% | +19.0% | +1.6% |
| YTD | -6.0% | -25.5% | +19.5% | -1.3% |
| 1Y | -56.4% | -38.0% | -18.4% | -52.5% |
| All | +308.9% | -64.6% | +373.5% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling