+126.6%
MSTR vs DD
+89.9%
+36.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.1% |
| 7D | -11.5% | +6.7% | -18.3% | -15.7% |
| 30D | -24.8% | +19.4% | -44.2% | -33.6% |
| 3M | +20.6% | +7.6% | +13.0% | +14.1% |
| 6M | -38.0% | +2.9% | -40.8% | -39.4% |
| YTD | -24.7% | +29.9% | -54.6% | -37.7% |
| 1Y | -49.1% | +28.6% | -77.7% | -57.6% |
| All | +126.6% | +89.9% | +36.7% | +50.9% |
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