+838.7%
MSTR vs NVT
+498.9%
+339.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | -1.1% |
| 7D | -14.2% | +3.5% | -17.6% | -16.4% |
| 30D | -19.9% | -28.2% | +8.3% | -5.3% |
| 3M | +27.3% | -30.1% | +57.4% | +51.4% |
| 6M | -37.6% | -32.5% | -5.1% | -25.9% |
| YTD | -19.5% | +15.2% | -34.7% | -31.8% |
| 1Y | -47.1% | +7.2% | -54.3% | -53.4% |
| 3Y | +140.3% | +134.2% | +6.1% | +29.6% |
| 5Y | +49.5% | +238.3% | -188.8% | -33.6% |
| All | +838.7% | +498.9% | +339.8% | +202.4% |
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