+120.4%
MSTR vs DASH
+8.6%
+111.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +1.8% |
| 7D | +12.2% | -10.6% | +22.7% | +20.9% |
| 30D | +45.2% | +2.2% | +43.0% | +41.9% |
| 3M | +10.4% | +32.3% | -21.9% | -11.5% |
| 6M | -2.5% | +19.1% | -21.6% | -17.2% |
| YTD | -6.0% | -6.5% | +0.5% | -5.2% |
| 1Y | -56.4% | -14.9% | -41.5% | -53.7% |
| 3Y | +306.3% | +151.9% | +154.3% | +91.7% |
| All | +120.4% | +8.6% | +111.8% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling