+226.0%
MSTR vs NVDX
+357.5%
-131.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.1% |
| 7D | -13.4% | -24.7% | +11.3% | -5.4% |
| 30D | -22.1% | -48.2% | +26.1% | -4.6% |
| 3M | +15.0% | -51.9% | +66.8% | +44.0% |
| 6M | -37.3% | -55.6% | +18.3% | -20.9% |
| YTD | -26.5% | -41.5% | +15.0% | -16.2% |
| 1Y | -46.5% | -44.0% | -2.5% | -38.7% |
| 3Y | +121.1% | +262.2% | -141.1% | +67.7% |
| All | +226.0% | +357.5% | -131.5% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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