+40.4%
MSTR vs DD
+67.2%
-26.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -13.4% | +5.0% | -18.4% | -17.3% |
| 30D | -22.1% | +19.7% | -41.8% | -33.6% |
| 3M | +15.0% | +7.2% | +7.8% | +7.4% |
| 6M | -37.3% | +1.0% | -38.3% | -38.3% |
| YTD | -26.5% | +29.1% | -55.6% | -42.6% |
| 1Y | -46.5% | +28.5% | -75.0% | -58.0% |
| 3Y | +121.1% | +89.4% | +31.6% | +11.1% |
| All | +40.4% | +67.2% | -26.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling