+123.8%
MSTR vs NVMI
+1,665.9%
-1,542.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.5% | -1.8% |
| 7D | -13.4% | +1.5% | -14.9% | -13.7% |
| 30D | -22.1% | -4.1% | -18.0% | -21.4% |
| 3M | +15.0% | -22.8% | +37.7% | +21.1% |
| 6M | -37.3% | -36.9% | -0.4% | -31.7% |
| YTD | -26.5% | -3.2% | -23.3% | -27.1% |
| 1Y | -46.5% | +7.1% | -53.6% | -48.0% |
| 3Y | +121.1% | +181.5% | -60.4% | +76.8% |
| 5Y | +37.5% | +141.2% | -103.7% | +15.7% |
| 10Y | +467.3% | +2,463.4% | -1,996.1% | +237.3% |
| All | +123.8% | +1,665.9% | -1,542.1% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling