+120.4%
MSTR vs DD
+61.3%
+59.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.7% |
| 7D | +12.2% | -3.5% | +15.7% | +15.5% |
| 30D | +45.2% | -10.3% | +55.5% | +59.0% |
| 3M | +10.4% | -7.5% | +17.9% | +18.3% |
| 6M | -2.5% | -8.0% | +5.5% | +4.3% |
| YTD | -6.0% | +10.5% | -16.5% | -15.4% |
| 1Y | -56.4% | +38.3% | -94.7% | -68.4% |
| 3Y | +306.3% | +42.5% | +263.8% | +170.9% |
| All | +120.4% | +61.3% | +59.1% | +24.8% |
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 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