+495.5%
MSTR vs DAL
+108.8%
+386.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.2% | -1.3% | -3.7% |
| 7D | -11.5% | +1.4% | -12.9% | -12.3% |
| 30D | -24.8% | +9.1% | -33.9% | -28.2% |
| 3M | +20.6% | -3.5% | +24.1% | +22.7% |
| 6M | -38.0% | +23.4% | -61.3% | -45.5% |
| YTD | -24.7% | +26.0% | -50.8% | -35.0% |
| 1Y | -49.1% | +44.6% | -93.7% | -59.2% |
| 3Y | +124.7% | +162.7% | -38.0% | +32.1% |
| 5Y | +40.9% | +113.0% | -72.0% | -6.8% |
| All | +495.5% | +108.8% | +386.8% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling