+121.1%
MSTR vs NVDL
+266.0%
-144.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.5% | -1.1% |
| 7D | -13.4% | -24.8% | +11.4% | -5.3% |
| 30D | -22.1% | -48.0% | +26.0% | -4.4% |
| 3M | +15.0% | -51.5% | +66.5% | +44.1% |
| 6M | -37.3% | -54.9% | +17.6% | -21.0% |
| YTD | -26.5% | -39.2% | +12.7% | -17.0% |
| 1Y | -46.5% | -41.1% | -5.4% | -39.5% |
| 3Y | +121.1% | +262.9% | -141.8% | +89.7% |
| All | +121.1% | +266.0% | -144.9% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling