+62.1%
MSTR vs D
+14.9%
+47.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.3% |
| 7D | -8.7% | +6.9% | -15.6% | -10.1% |
| 30D | -21.4% | +12.3% | -33.7% | -23.7% |
| 3M | +31.4% | +3.0% | +28.4% | +30.4% |
| 6M | -30.8% | +12.8% | -43.6% | -33.3% |
| YTD | -14.9% | +22.6% | -37.5% | -20.3% |
| 1Y | -49.3% | +21.7% | -70.9% | -52.4% |
| 3Y | +184.8% | +83.9% | +100.9% | +115.6% |
| 5Y | +62.1% | +14.0% | +48.2% | +60.4% |
| All | +62.1% | +14.9% | +47.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling