+995.6%
MSTR vs NVT
+699.2%
+296.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.9% |
| 7D | +12.2% | +5.1% | +7.1% | +9.2% |
| 30D | +45.2% | -3.7% | +48.9% | +47.8% |
| 3M | +10.4% | -10.1% | +20.5% | +14.8% |
| 6M | -2.5% | +37.5% | -39.9% | -22.2% |
| YTD | -6.0% | +53.7% | -59.8% | -30.6% |
| 1Y | -56.4% | +70.9% | -127.3% | -69.8% |
| 3Y | +306.3% | +180.4% | +125.9% | +102.4% |
| 5Y | +100.5% | +393.5% | -293.0% | -25.0% |
| All | +995.6% | +699.2% | +296.3% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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