-45.6%
MSTR vs DD
+26.6%
-72.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -1.2% | +4.6% | -5.8% | -4.3% |
| 30D | -15.9% | +11.8% | -27.7% | -22.2% |
| 3M | +33.1% | +2.2% | +31.0% | +31.1% |
| 6M | -31.0% | -1.6% | -29.3% | -30.4% |
| YTD | -15.1% | +23.0% | -38.2% | -27.0% |
| 1Y | -45.6% | +26.9% | -72.6% | -53.8% |
| All | -45.6% | +26.6% | -72.3% | -53.8% |
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