-42.3%
MSTR vs NVDL
-23.5%
-18.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.1% | +11.2% | +7.6% |
| 7D | -1.8% | -14.0% | +12.2% | +4.3% |
| 30D | -13.3% | -31.2% | +17.9% | +0.6% |
| 3M | +46.0% | -15.5% | +61.5% | +55.6% |
| 6M | -22.4% | -10.3% | -12.2% | -21.4% |
| YTD | -6.2% | -5.8% | -0.4% | -13.9% |
| 1Y | -42.3% | -20.1% | -22.2% | -46.7% |
| All | -42.3% | -23.5% | -18.8% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling