+867.8%
MSTR vs DBX
+12.3%
+855.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | +0.4% |
| 7D | -4.0% | -8.6% | +4.6% | +0.4% |
| 30D | -18.6% | -5.2% | -13.4% | -16.4% |
| 3M | +25.6% | -6.4% | +32.0% | +29.2% |
| 6M | -33.1% | +12.7% | -45.8% | -38.3% |
| YTD | -17.3% | +17.2% | -34.5% | -25.7% |
| 1Y | -48.1% | +5.5% | -53.6% | -50.8% |
| 3Y | +154.2% | +24.1% | +130.1% | +115.1% |
| 5Y | +46.2% | +14.2% | +32.0% | +27.9% |
| All | +867.8% | +12.3% | +855.4% | +674.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling