+120.4%
MSTR vs D
+4.5%
+115.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +12.2% | +0.4% | +11.7% | +12.1% |
| 30D | +45.2% | -3.6% | +48.7% | +46.4% |
| 3M | +10.4% | -1.0% | +11.4% | +10.3% |
| 6M | -2.5% | +6.3% | -8.8% | -4.6% |
| YTD | -6.0% | +14.7% | -20.7% | -10.2% |
| 1Y | -56.4% | +16.9% | -73.3% | -58.7% |
| 3Y | +306.3% | +56.8% | +249.5% | +230.9% |
| All | +120.4% | +4.5% | +115.8% | +112.1% |
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