-56.4%
MSTR vs DD
+41.5%
-97.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | +12.2% | -3.5% | +15.7% | +14.7% |
| 30D | +45.2% | -10.3% | +55.5% | +55.7% |
| 3M | +10.4% | -7.5% | +17.9% | +16.2% |
| 6M | -2.5% | -8.0% | +5.5% | +2.6% |
| YTD | -6.0% | +10.5% | -16.5% | -11.6% |
| 1Y | -56.4% | +38.3% | -94.7% | -64.6% |
| All | -56.4% | +41.5% | -97.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling