+120.4%
MSTR vs D
+5.6%
+114.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 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% | +11.8% |
| 30D | +45.2% | -2.6% | +47.8% | +46.0% |
| 3M | +10.4% | 0.0% | +10.4% | +10.1% |
| 6M | -2.5% | +7.4% | -9.8% | -4.9% |
| YTD | -6.0% | +15.9% | -21.9% | -10.4% |
| 1Y | -56.4% | +18.1% | -74.5% | -58.8% |
| 3Y | +306.3% | +58.4% | +247.9% | +230.1% |
| All | +120.4% | +5.6% | +114.8% | +111.6% |
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 2021-09-04 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling