+570.4%
MSTR vs DAL
+127.0%
+443.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.4% |
| 7D | -1.2% | +8.8% | -10.0% | -5.5% |
| 30D | -15.9% | +5.4% | -21.3% | -18.1% |
| 3M | +33.1% | -4.9% | +38.1% | +36.6% |
| 6M | -31.0% | +19.8% | -50.8% | -38.3% |
| YTD | -15.1% | +27.0% | -42.1% | -26.9% |
| 1Y | -45.6% | +52.5% | -98.1% | -57.7% |
| 3Y | +180.5% | +173.8% | +6.7% | +61.9% |
| 5Y | +61.7% | +104.5% | -42.9% | +8.1% |
| All | +570.4% | +127.0% | +443.5% | +334.5% |
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