+1,252.0%
MSTR vs D
+967.3%
+284.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +12.2% | +1.5% | +10.7% | +11.9% |
| 30D | +45.2% | -2.6% | +47.8% | +45.9% |
| 3M | +10.4% | 0.0% | +10.4% | +10.2% |
| 6M | -2.5% | +7.4% | -9.8% | -4.3% |
| YTD | -6.0% | +15.9% | -21.9% | -9.3% |
| 1Y | -56.4% | +18.1% | -74.5% | -58.1% |
| 3Y | +306.3% | +58.4% | +247.9% | +261.2% |
| 5Y | +100.5% | +5.2% | +95.3% | +93.2% |
| 10Y | +741.1% | +35.9% | +705.2% | +646.2% |
| All | +1,252.0% | +967.3% | +284.7% | +1,284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling