+46.2%
MSTR vs NIO
-92.2%
+138.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -4.0% | +6.9% | -10.9% | -6.6% |
| 30D | -18.6% | -4.7% | -13.9% | -16.8% |
| 3M | +25.6% | -28.1% | +53.6% | +43.9% |
| 6M | -33.1% | -41.7% | +8.7% | -17.1% |
| YTD | -17.3% | -33.1% | +15.8% | -6.3% |
| 1Y | -48.1% | -50.3% | +2.2% | -33.3% |
| 3Y | +154.2% | -54.4% | +208.5% | +179.6% |
| 5Y | +46.2% | -91.6% | +137.8% | +240.4% |
| All | +46.2% | -92.2% | +138.4% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling