-58.6%
MSTR vs DD
+37.3%
-95.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +9.3% | -0.6% | +9.9% | +9.6% |
| 30D | +36.5% | -7.4% | +43.9% | +43.3% |
| 3M | +7.3% | -6.4% | +13.8% | +12.1% |
| 6M | +2.2% | -2.5% | +4.7% | +4.1% |
| YTD | -10.2% | +10.2% | -20.4% | -15.3% |
| 1Y | -58.6% | +36.9% | -95.6% | -65.8% |
| All | -58.6% | +37.3% | -95.9% | -65.8% |
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