+3,063.4%
DELL vs MSTR
+660.3%
+2,403.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.0% | +5.8% |
| 7D | -11.8% | -4.0% | -7.9% | -11.2% |
| 30D | -40.8% | -18.6% | -22.2% | -38.9% |
| 3M | -23.6% | +25.6% | -49.2% | -26.8% |
| 6M | +33.4% | -33.1% | +66.4% | +39.1% |
| YTD | +178.0% | -17.3% | +195.4% | +177.3% |
| 1Y | +138.6% | -48.1% | +186.6% | +153.6% |
| 3Y | +400.9% | +154.2% | +246.7% | +289.1% |
| 5Y | +580.7% | +46.2% | +534.5% | +411.0% |
| 10Y | +2,655.3% | +554.5% | +2,100.8% | +943.0% |
| All | +3,063.4% | +660.3% | +2,403.1% | +1,054.6% |
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 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