+287.6%
MSTR vs NVDX
+815.5%
-527.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | +7.7% | -0.9% | +8.6% | +8.2% |
| 30D | +36.3% | +3.0% | +33.4% | +35.0% |
| 3M | +13.4% | +6.8% | +6.6% | +9.6% |
| 6M | -4.5% | +28.6% | -33.1% | -14.4% |
| YTD | -12.7% | +17.0% | -29.7% | -19.5% |
| 1Y | -59.6% | +27.0% | -86.6% | -64.4% |
| All | +287.6% | +815.5% | -527.9% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling