+62.1%
MSTR vs DASH
-12.0%
+74.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -2.8% |
| 7D | -8.7% | +0.5% | -9.2% | -9.4% |
| 30D | -21.4% | -7.1% | -14.3% | -18.0% |
| 3M | +31.4% | -13.2% | +44.6% | +41.7% |
| 6M | -30.8% | +8.3% | -39.1% | -38.0% |
| YTD | -14.9% | -20.6% | +5.7% | -5.3% |
| 1Y | -49.3% | -24.4% | -24.9% | -42.6% |
| 3Y | +184.8% | +94.5% | +90.3% | +59.7% |
| 5Y | +62.1% | -9.4% | +71.6% | -7.2% |
| All | +62.1% | -12.0% | +74.1% | -7.2% |
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