+1,000.4%
MSTR vs DBX
+20.1%
+980.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.2% |
| 7D | +12.2% | -2.4% | +14.6% | +13.8% |
| 30D | +45.2% | -0.5% | +45.7% | +45.9% |
| 3M | +10.4% | +28.1% | -17.7% | -3.0% |
| 6M | -2.5% | +33.1% | -35.6% | -17.5% |
| YTD | -6.0% | +25.3% | -31.3% | -17.7% |
| 1Y | -56.4% | +18.3% | -74.8% | -60.9% |
| 3Y | +306.3% | +25.0% | +281.3% | +245.1% |
| 5Y | +100.5% | +7.5% | +93.0% | +75.5% |
| All | +1,000.4% | +20.1% | +980.3% | +757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling