+398.9%
MSTR vs DASH
+16.3%
+382.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +1.4% |
| 7D | +12.2% | -10.6% | +22.7% | +19.8% |
| 30D | +45.2% | +2.2% | +43.0% | +42.4% |
| 3M | +10.4% | +32.3% | -21.9% | -8.8% |
| 6M | -2.5% | +19.1% | -21.6% | -15.2% |
| YTD | -6.0% | -6.5% | +0.5% | -5.1% |
| 1Y | -56.4% | -14.9% | -41.5% | -53.9% |
| 3Y | +306.3% | +151.9% | +154.3% | +119.4% |
| 5Y | +100.5% | +9.4% | +91.0% | +32.5% |
| All | +398.9% | +16.3% | +382.6% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling