+922.6%
MSTR vs DBX
+19.3%
+903.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -4.0% |
| 7D | +7.7% | +0.3% | +7.5% | +7.8% |
| 30D | +36.3% | 0.0% | +36.3% | +36.6% |
| 3M | +13.4% | +26.1% | -12.7% | +0.5% |
| 6M | -4.5% | +29.4% | -33.9% | -18.0% |
| YTD | -12.7% | +24.4% | -37.1% | -23.3% |
| 1Y | -59.6% | +10.9% | -70.5% | -62.5% |
| 3Y | +272.5% | +24.1% | +248.4% | +217.6% |
| 5Y | +107.1% | +7.8% | +99.4% | +81.5% |
| All | +922.6% | +19.3% | +903.3% | +699.9% |
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