+302.7%
MSTR vs NVD
-99.2%
+401.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.2% |
| 7D | +7.7% | +0.5% | +7.2% | +8.2% |
| 30D | +36.3% | -9.3% | +45.6% | +34.5% |
| 3M | +13.4% | -22.1% | +35.5% | +8.8% |
| 6M | -4.5% | -45.8% | +41.3% | -15.8% |
| YTD | -12.7% | -46.7% | +34.0% | -21.1% |
| 1Y | -59.6% | -59.5% | -0.1% | -65.5% |
| 3Y | +272.5% | -99.2% | +371.6% | +68.6% |
| All | +302.7% | -99.2% | +401.9% | +82.7% |
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