+181.3%
MSTR vs DASH
+94.5%
+86.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -3.4% |
| 7D | -8.7% | +0.5% | -9.2% | -9.2% |
| 30D | -21.4% | -7.1% | -14.3% | -18.2% |
| 3M | +31.4% | -13.2% | +44.6% | +41.0% |
| 6M | -30.8% | +8.3% | -39.1% | -37.7% |
| YTD | -14.9% | -20.6% | +5.7% | -3.9% |
| 1Y | -49.3% | -24.4% | -24.9% | -41.5% |
| All | +181.3% | +94.5% | +86.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling