+4,177.7%
DELL vs MSTR
+675.4%
+3,502.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | +8.7% | +7.7% | +1.0% | +7.4% |
| 30D | +16.9% | +36.3% | -19.4% | +11.0% |
| 3M | +40.4% | +13.4% | +27.0% | +36.3% |
| 6M | +267.1% | -4.5% | +271.6% | +263.9% |
| YTD | +329.1% | -12.7% | +341.8% | +325.9% |
| 1Y | +346.9% | -59.6% | +406.5% | +391.7% |
| 3Y | +696.6% | +272.5% | +424.2% | +486.5% |
| 5Y | +1,106.2% | +107.1% | +999.0% | +763.9% |
| 10Y | +4,177.7% | +677.4% | +3,500.4% | +1,477.0% |
| All | +4,177.7% | +675.4% | +3,502.3% | +1,477.0% |
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