+497,379.9%
NVDA vs MSTR
+766.8%
+496,613.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | -8.8% | -1.2% | -7.6% | -8.5% |
| 30D | -21.4% | -15.9% | -5.5% | -18.4% |
| 3M | -14.7% | +33.1% | -47.8% | -21.6% |
| 6M | -10.0% | -31.0% | +21.0% | -5.2% |
| YTD | +0.3% | -15.1% | +15.5% | -1.8% |
| 1Y | -0.5% | -45.6% | +45.1% | +7.3% |
| 3Y | +309.2% | +180.5% | +128.7% | +147.8% |
| 5Y | +530.1% | +61.7% | +468.4% | +284.4% |
| 10Y | +11,159.1% | +578.0% | +10,581.1% | +4,127.5% |
| All | +497,379.9% | +766.8% | +496,613.2% | +118,859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling