+731.6%
MSTR vs DD
+70.2%
+661.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | +12.2% | -3.5% | +15.7% | +14.5% |
| 30D | +45.2% | -10.3% | +55.5% | +54.7% |
| 3M | +10.4% | -7.5% | +17.9% | +16.0% |
| 6M | -2.5% | -8.0% | +5.5% | +2.6% |
| YTD | -6.0% | +10.5% | -16.5% | -11.8% |
| 1Y | -56.4% | +38.3% | -94.7% | -64.4% |
| 3Y | +306.3% | +42.5% | +263.8% | +219.7% |
| 5Y | +100.5% | +60.2% | +40.3% | +50.1% |
| All | +731.6% | +70.2% | +661.4% | +497.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling