+859.1%
MSTR vs NIO
-36.7%
+895.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +12.2% | -13.0% | +25.2% | +15.9% |
| 30D | +45.2% | -18.3% | +63.4% | +52.1% |
| 3M | +10.4% | -33.2% | +43.6% | +21.3% |
| 6M | -2.5% | -21.5% | +19.0% | +1.7% |
| YTD | -6.0% | -25.5% | +19.5% | -1.2% |
| 1Y | -56.4% | -38.0% | -18.4% | -52.6% |
| 3Y | +306.3% | -65.5% | +371.7% | +364.8% |
| 5Y | +100.5% | -90.6% | +191.1% | +177.9% |
| All | +859.1% | -36.7% | +895.8% | +1,108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling