+180.5%
MSTR vs DD
+78.0%
+102.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.1% |
| 3M | +33.1% | +2.2% | +31.0% | +30.8% |
| 6M | -31.0% | -1.6% | -29.3% | -30.2% |
| YTD | -15.1% | +23.0% | -38.2% | -26.9% |
| 1Y | -45.6% | +26.9% | -72.6% | -54.2% |
| 3Y | +180.5% | +77.9% | +102.6% | +93.2% |
| All | +180.5% | +78.0% | +102.5% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling