+444.8%
NVDA vs MSTR
+36.1%
+408.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -12.7% | -13.4% | +0.7% | -9.5% |
| 30D | -26.4% | -22.1% | -4.3% | -21.9% |
| 3M | -27.6% | +15.0% | -42.6% | -31.4% |
| 6M | -27.7% | -37.3% | +9.6% | -21.5% |
| YTD | -12.5% | -26.5% | +14.1% | -11.3% |
| 1Y | -12.6% | -46.5% | +33.8% | -4.7% |
| 3Y | +235.9% | +121.1% | +114.9% | +85.5% |
| All | +444.8% | +36.1% | +408.6% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling