+14,551.4%
NVDA vs MSTR
+652.3%
+13,899.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.5% |
| 7D | -4.3% | -11.2% | +6.9% | -1.6% |
| 30D | +0.5% | +33.8% | -33.3% | -7.0% |
| 3M | +9.1% | +11.5% | -2.4% | +4.3% |
| 6M | +18.5% | -7.2% | +25.6% | +16.8% |
| YTD | +17.4% | -15.4% | +32.8% | +16.0% |
| 1Y | +23.4% | -60.6% | +84.1% | +44.7% |
| 3Y | +380.6% | +260.8% | +119.7% | +157.8% |
| 5Y | +875.7% | +108.8% | +766.9% | +411.8% |
| All | +14,551.4% | +652.3% | +13,899.1% | +3,587.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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