+956.8%
MSTR vs NVO
+4,305.1%
-3,348.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.2% |
| 7D | -13.4% | +3.3% | -16.7% | -14.3% |
| 30D | -22.1% | +9.2% | -31.3% | -24.2% |
| 3M | +15.0% | -9.8% | +24.7% | +18.4% |
| 6M | -37.3% | -10.4% | -26.9% | -35.6% |
| YTD | -26.5% | -14.1% | -12.4% | -23.6% |
| 1Y | -46.5% | -11.1% | -35.4% | -45.3% |
| 3Y | +121.1% | -54.9% | +176.0% | +166.3% |
| 5Y | +37.5% | -17.4% | +55.0% | +36.5% |
| 10Y | +467.3% | +214.4% | +252.9% | +280.6% |
| All | +956.8% | +4,305.1% | -3,348.3% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling