+736.9%
MSTR vs DAL
+142.6%
+594.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.3% |
| 7D | +12.2% | +0.1% | +12.0% | +12.1% |
| 30D | +45.2% | -13.9% | +59.1% | +56.5% |
| 3M | +10.4% | +1.1% | +9.3% | +8.1% |
| 6M | -2.5% | +26.2% | -28.7% | -15.6% |
| YTD | -6.0% | +16.4% | -22.4% | -15.4% |
| 1Y | -56.4% | +33.9% | -90.3% | -63.7% |
| 3Y | +306.3% | +93.4% | +212.9% | +177.3% |
| 5Y | +100.5% | +106.4% | -5.9% | +36.3% |
| All | +736.9% | +142.6% | +594.3% | +449.2% |
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