+1,089.0%
MSTR vs DD
+528.6%
+560.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -4.9% |
| 7D | -4.0% | +9.8% | -13.7% | -7.6% |
| 30D | -18.6% | +19.3% | -38.0% | -24.2% |
| 3M | +25.6% | +9.4% | +16.2% | +20.9% |
| 6M | -33.1% | +4.8% | -37.8% | -34.3% |
| YTD | -17.3% | +30.2% | -47.6% | -25.6% |
| 1Y | -48.1% | +32.2% | -80.3% | -53.6% |
| 3Y | +154.2% | +93.1% | +61.1% | +95.8% |
| 5Y | +46.2% | +68.0% | -21.8% | +20.7% |
| 10Y | +554.5% | +98.5% | +456.1% | +388.4% |
| All | +1,089.0% | +528.6% | +560.4% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling