+526.8%
MSTR vs DAL
+128.3%
+398.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | +10.7% | -21.4% | -15.5% |
| 30D | -21.6% | +12.5% | -34.1% | -26.4% |
| 3M | +24.4% | +3.6% | +20.7% | +21.7% |
| 6M | -35.5% | +26.7% | -62.2% | -44.1% |
| YTD | -20.3% | +34.3% | -54.6% | -33.5% |
| 1Y | -49.3% | +59.1% | -108.4% | -61.5% |
| 3Y | +137.8% | +179.9% | -42.1% | +35.1% |
| 5Y | +48.3% | +119.1% | -70.8% | -4.3% |
| 10Y | +526.8% | +125.6% | +401.2% | +296.7% |
| All | +526.8% | +128.3% | +398.5% | +296.7% |
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