+46.2%
MSTR vs NVTS
-38.4%
+84.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.3% | -13.9% | -4.9% |
| 7D | -4.0% | +20.8% | -24.8% | -7.9% |
| 30D | -18.6% | -11.1% | -7.5% | -17.1% |
| 3M | +25.6% | -31.0% | +56.6% | +34.2% |
| 6M | -33.1% | -47.4% | +14.3% | -27.6% |
| YTD | -17.3% | +34.2% | -51.5% | -28.4% |
| 1Y | -48.1% | +22.2% | -70.3% | -54.5% |
| 3Y | +154.2% | +68.4% | +85.8% | +65.4% |
| 5Y | +46.2% | -39.0% | +85.2% | +6.7% |
| All | +46.2% | -38.4% | +84.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling