+180.5%
MSTR vs D
+79.5%
+101.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.2% | +3.0% | -4.2% | -1.3% |
| 30D | -15.9% | +11.5% | -27.4% | -16.3% |
| 3M | +33.1% | +3.7% | +29.4% | +33.1% |
| 6M | -31.0% | +13.5% | -44.5% | -31.7% |
| YTD | -15.1% | +20.7% | -35.9% | -16.9% |
| 1Y | -45.6% | +18.2% | -63.9% | -46.5% |
| 3Y | +180.5% | +73.3% | +107.2% | +141.0% |
| All | +180.5% | +79.5% | +101.0% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling