+2,876.0%
DELL vs MSTR
+475.5%
+2,400.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.3% |
| 7D | +17.1% | -11.5% | +28.6% | +19.2% |
| 30D | -35.1% | -24.8% | -10.3% | -32.2% |
| 3M | -23.3% | +20.6% | -43.9% | -26.1% |
| 6M | +55.8% | -38.0% | +93.8% | +64.4% |
| YTD | +198.0% | -24.7% | +222.7% | +201.3% |
| 1Y | +166.6% | -49.1% | +215.6% | +184.4% |
| 3Y | +427.6% | +124.7% | +302.9% | +317.5% |
| 5Y | +630.6% | +40.9% | +589.7% | +452.2% |
| All | +2,876.0% | +475.5% | +2,400.4% | +1,011.4% |
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 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