+40.4%
MSTR vs NVO
-17.6%
+58.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.4% |
| 7D | -13.4% | +3.3% | -16.7% | -14.5% |
| 30D | -22.1% | +9.2% | -31.3% | -24.6% |
| 3M | +15.0% | -9.8% | +24.7% | +19.2% |
| 6M | -37.3% | -10.4% | -26.9% | -35.2% |
| YTD | -26.5% | -14.1% | -12.4% | -23.5% |
| 1Y | -46.5% | -11.1% | -35.4% | -45.3% |
| 3Y | +121.1% | -54.9% | +176.0% | +177.2% |
| All | +40.4% | -17.6% | +58.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling