+75.0%
MSTR vs NVTS
-17.0%
+92.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.1% |
| 7D | +7.7% | +3.5% | +4.2% | +6.9% |
| 30D | +36.3% | -11.9% | +48.3% | +39.4% |
| 3M | +13.4% | -49.2% | +62.6% | +27.7% |
| 6M | -4.5% | +38.4% | -42.9% | -16.8% |
| YTD | -12.7% | +62.5% | -75.1% | -27.0% |
| 1Y | -59.6% | +101.4% | -161.0% | -68.8% |
| 3Y | +272.5% | +40.4% | +232.0% | +176.4% |
| All | +75.0% | -17.0% | +92.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling