+576.5%
MSTR vs NVDL
+2,657.6%
-2,081.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.1% |
| 7D | +9.3% | +7.3% | +2.0% | +7.0% |
| 30D | +36.5% | -0.7% | +37.2% | +36.6% |
| 3M | +7.3% | +9.5% | -2.1% | +2.9% |
| 6M | +2.2% | +41.6% | -39.4% | -11.3% |
| YTD | -10.2% | +23.3% | -33.5% | -18.7% |
| 1Y | -58.6% | +40.3% | -98.9% | -64.7% |
| 3Y | +283.2% | +692.2% | -409.0% | +64.0% |
| All | +576.5% | +2,657.6% | -2,081.1% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling