+180.5%
MSTR vs DBX
+33.4%
+147.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.2% |
| 7D | -1.2% | -4.4% | +3.2% | +1.0% |
| 30D | -15.9% | +4.8% | -20.7% | -17.8% |
| 3M | +33.1% | +0.3% | +32.8% | +32.3% |
| 6M | -31.0% | +40.4% | -71.4% | -43.8% |
| YTD | -15.1% | +24.7% | -39.8% | -26.1% |
| 1Y | -45.6% | +20.9% | -66.5% | -51.9% |
| 3Y | +180.5% | +34.5% | +146.0% | +137.8% |
| All | +180.5% | +33.4% | +147.1% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling