+181.3%
MSTR vs DAL
+162.4%
+18.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -4.9% | -6.3% |
| 7D | -8.7% | +4.6% | -13.3% | -11.2% |
| 30D | -21.4% | +2.3% | -23.7% | -22.5% |
| 3M | +31.4% | -8.1% | +39.5% | +38.8% |
| 6M | -30.8% | +21.4% | -52.2% | -41.1% |
| YTD | -14.9% | +24.3% | -39.2% | -29.5% |
| 1Y | -49.3% | +47.4% | -96.7% | -63.2% |
| All | +181.3% | +162.4% | +18.9% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling