+645.5%
MSTR vs NVO
+148.4%
+497.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -11.2% | -7.4% | -3.9% | -8.7% |
| 30D | +33.8% | -5.5% | +39.3% | +36.6% |
| 3M | +11.5% | +4.1% | +7.3% | +9.5% |
| 6M | -7.2% | +19.3% | -26.5% | -13.2% |
| YTD | -15.4% | -9.2% | -6.2% | -13.3% |
| 1Y | -60.6% | -15.0% | -45.6% | -58.9% |
| 3Y | +260.8% | -50.9% | +311.7% | +331.4% |
| 5Y | +108.8% | -0.9% | +109.7% | +89.1% |
| All | +645.5% | +148.4% | +497.1% | +480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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