+180.5%
MSTR vs NIO
-59.9%
+240.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -1.8% |
| 7D | -1.2% | +5.6% | -6.8% | -2.5% |
| 30D | -15.9% | -4.2% | -11.7% | -14.9% |
| 3M | +33.1% | -26.3% | +59.4% | +43.1% |
| 6M | -31.0% | -42.5% | +11.6% | -21.8% |
| YTD | -15.1% | -33.5% | +18.4% | -8.3% |
| 1Y | -45.6% | -52.7% | +7.0% | -36.5% |
| 3Y | +180.5% | -57.5% | +238.0% | +177.9% |
| All | +180.5% | -59.9% | +240.4% | +177.9% |
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 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