-56.4%
MSTR vs DBX
+20.4%
-76.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | +12.2% | -2.4% | +14.6% | +13.4% |
| 30D | +45.2% | -0.5% | +45.7% | +45.8% |
| 3M | +10.4% | +28.1% | -17.7% | 0.0% |
| 6M | -2.5% | +33.1% | -35.6% | -14.6% |
| YTD | -6.0% | +25.3% | -31.3% | -16.4% |
| 1Y | -56.4% | +18.3% | -74.8% | -60.2% |
| All | -56.4% | +20.4% | -76.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling