-56.4%
MSTR vs DASH
-14.9%
-41.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.7% |
| 7D | +12.2% | -10.6% | +22.7% | +17.9% |
| 30D | +45.2% | +2.2% | +43.0% | +42.7% |
| 3M | +10.4% | +32.3% | -21.9% | -5.0% |
| 6M | -2.5% | +19.1% | -21.6% | -11.9% |
| YTD | -6.0% | -6.5% | +0.5% | -2.9% |
| 1Y | -56.4% | -14.9% | -41.5% | -48.8% |
| All | -56.4% | -14.9% | -41.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling