+283.2%
MSTR vs NVO
-49.3%
+332.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.3% |
| 7D | +9.3% | +0.1% | +9.2% | +9.4% |
| 30D | +36.5% | -3.2% | +39.7% | +38.1% |
| 3M | +7.3% | +11.5% | -4.2% | +2.9% |
| 6M | +2.2% | +22.9% | -20.7% | -5.1% |
| YTD | -10.2% | -6.8% | -3.3% | -9.4% |
| 1Y | -58.6% | -12.6% | -46.0% | -57.5% |
| 3Y | +283.2% | -49.6% | +332.8% | +369.3% |
| All | +283.2% | -49.3% | +332.5% | +369.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling