+645.5%
MSTR vs NVMI
+3,108.0%
-2,462.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.0% |
| 7D | -11.2% | +3.8% | -15.0% | -13.1% |
| 30D | +33.8% | -7.6% | +41.3% | +39.1% |
| 3M | +11.5% | -28.0% | +39.4% | +29.4% |
| 6M | -7.2% | -15.3% | +8.2% | -3.3% |
| YTD | -15.4% | +11.5% | -26.9% | -25.6% |
| 1Y | -60.6% | +31.6% | -92.2% | -68.6% |
| 3Y | +260.8% | +207.0% | +53.9% | +62.7% |
| 5Y | +108.8% | +262.8% | -154.0% | -9.0% |
| All | +645.5% | +3,108.0% | -2,462.5% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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