+557.5%
MSTR vs NVDL
+2,608.0%
-2,050.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.2% |
| 7D | +7.7% | -0.8% | +8.6% | +8.2% |
| 30D | +36.3% | +3.4% | +32.9% | +34.7% |
| 3M | +13.4% | +8.1% | +5.3% | +9.1% |
| 6M | -4.5% | +31.9% | -36.4% | -15.2% |
| YTD | -12.7% | +21.1% | -33.8% | -20.5% |
| 1Y | -59.6% | +34.0% | -93.6% | -65.1% |
| 3Y | +272.5% | +677.9% | -405.5% | +60.3% |
| All | +557.5% | +2,608.0% | -2,050.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling