+697.3%
DELL vs MSTR
+312.1%
+385.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +14.9% | +12.2% | +2.7% | +12.7% |
| 30D | +13.3% | +45.2% | -31.9% | +6.4% |
| 3M | +24.4% | +10.4% | +14.0% | +21.2% |
| 6M | +258.0% | -2.5% | +260.5% | +253.8% |
| YTD | +320.2% | -6.0% | +326.2% | +312.5% |
| 1Y | +319.1% | -56.4% | +375.5% | +355.8% |
| All | +697.3% | +312.1% | +385.2% | +588.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling