+1,252.0%
MSTR vs D
+967.3%
+284.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +46.2% |
| 3M | +10.4% | -1.0% | +11.4% | +10.4% |
| 6M | -2.5% | +6.3% | -8.8% | -4.1% |
| YTD | -6.0% | +14.7% | -20.7% | -9.1% |
| 1Y | -56.4% | +16.9% | -73.3% | -58.1% |
| 3Y | +306.3% | +56.8% | +249.5% | +262.1% |
| 5Y | +100.5% | +5.2% | +95.3% | +93.2% |
| 10Y | +741.1% | +35.9% | +705.2% | +646.3% |
| All | +1,252.0% | +967.3% | +284.7% | +1,284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling