+399.1%
NVDA vs MSTR
+312.1%
+87.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +5.9% | +12.2% | -6.3% | +3.5% |
| 30D | +5.1% | +45.2% | -40.1% | -1.9% |
| 3M | +5.4% | +10.4% | -5.0% | +2.3% |
| 6M | +26.0% | -2.5% | +28.5% | +23.9% |
| YTD | +23.7% | -6.0% | +29.7% | +20.8% |
| 1Y | +34.4% | -56.4% | +90.8% | +48.2% |
| All | +399.1% | +312.1% | +87.0% | +274.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling