+351.8%
MSTR vs DASH
-1.1%
+352.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -3.6% |
| 7D | -8.7% | +0.5% | -9.2% | -9.2% |
| 30D | -21.4% | -7.1% | -14.3% | -18.4% |
| 3M | +31.4% | -13.2% | +44.6% | +40.6% |
| 6M | -30.8% | +8.3% | -39.1% | -36.8% |
| YTD | -14.9% | -20.6% | +5.7% | -6.3% |
| 1Y | -49.3% | -24.4% | -24.9% | -43.3% |
| 3Y | +184.8% | +94.5% | +90.3% | +79.9% |
| 5Y | +62.1% | -9.4% | +71.6% | +17.9% |
| All | +351.8% | -1.1% | +352.9% | +221.6% |
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 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