+1,252.0%
MSTR vs DD
+433.2%
+818.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +12.2% | -3.5% | +15.7% | +13.7% |
| 30D | +45.2% | -10.3% | +55.5% | +51.4% |
| 3M | +10.4% | -7.5% | +17.9% | +14.1% |
| 6M | -2.5% | -8.0% | +5.5% | +1.0% |
| YTD | -6.0% | +10.5% | -16.5% | -9.6% |
| 1Y | -56.4% | +38.3% | -94.7% | -61.7% |
| 3Y | +306.3% | +42.5% | +263.8% | +251.6% |
| 5Y | +100.5% | +60.2% | +40.3% | +70.5% |
| 10Y | +741.1% | +68.9% | +672.2% | +569.9% |
| All | +1,252.0% | +433.2% | +818.8% | +531.4% |
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