+537.0%
MSTR vs NVDL
+2,480.8%
-1,943.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -1.6% |
| 7D | -11.2% | -8.7% | -2.5% | -8.6% |
| 30D | +33.8% | -1.3% | +35.1% | +34.2% |
| 3M | +11.5% | +11.4% | +0.1% | +6.3% |
| 6M | -7.2% | +22.9% | -30.0% | -15.7% |
| YTD | -15.4% | +15.4% | -30.8% | -21.7% |
| 1Y | -60.6% | +18.8% | -79.4% | -64.6% |
| 3Y | +260.8% | +641.4% | -380.5% | +57.8% |
| All | +537.0% | +2,480.8% | -1,943.7% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling