+339.6%
DELL vs MSTR
-58.4%
+398.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.8% |
| 7D | +25.6% | +9.3% | +16.3% | +22.9% |
| 30D | +17.7% | +36.5% | -18.9% | +9.2% |
| 3M | +33.4% | +7.3% | +26.1% | +30.4% |
| 6M | +266.2% | +2.2% | +264.0% | +262.0% |
| YTD | +328.0% | -10.2% | +338.2% | +324.3% |
| 1Y | +339.6% | -58.6% | +398.2% | +412.9% |
| All | +339.6% | -58.4% | +398.0% | +412.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling