+120.4%
MSTR vs DBX
+7.0%
+113.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.7% |
| 7D | +12.2% | -2.4% | +14.6% | +14.9% |
| 30D | +45.2% | -0.5% | +45.7% | +46.1% |
| 3M | +10.4% | +28.1% | -17.7% | -11.7% |
| 6M | -2.5% | +33.1% | -35.6% | -27.8% |
| YTD | -6.0% | +25.3% | -31.3% | -26.1% |
| 1Y | -56.4% | +18.3% | -74.8% | -64.3% |
| 3Y | +306.3% | +25.0% | +281.3% | +175.0% |
| All | +120.4% | +7.0% | +113.4% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling