+271.3%
MSTR vs NVD
-98.7%
+370.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +6.8% | -0.8% |
| 7D | -14.2% | +27.3% | -41.5% | -5.8% |
| 30D | -19.9% | +59.9% | -79.8% | -4.4% |
| 3M | +27.3% | +39.4% | -12.1% | +49.0% |
| 6M | -37.6% | +27.6% | -65.2% | -26.5% |
| YTD | -19.5% | -17.9% | -1.6% | -13.7% |
| 1Y | -47.1% | -14.5% | -32.7% | -42.1% |
| 3Y | +140.3% | -98.6% | +238.8% | +34.5% |
| All | +271.3% | -98.7% | +370.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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