+308.9%
MSTR vs DASH
+152.1%
+156.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +1.5% |
| 7D | +12.2% | -10.6% | +22.7% | +20.0% |
| 30D | +45.2% | +2.2% | +43.0% | +42.1% |
| 3M | +10.4% | +32.3% | -21.9% | -9.7% |
| 6M | -2.5% | +19.1% | -21.6% | -15.6% |
| YTD | -6.0% | -6.5% | +0.5% | -3.8% |
| 1Y | -56.4% | -14.9% | -41.5% | -52.7% |
| All | +308.9% | +152.1% | +156.8% | +143.6% |
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