+526.8%
MSTR vs DE
+783.8%
-257.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | -10.7% | +3.3% | -14.0% | -12.2% |
| 30D | -21.6% | +10.7% | -32.3% | -25.9% |
| 3M | +24.4% | +13.1% | +11.3% | +15.4% |
| 6M | -35.5% | +20.2% | -55.7% | -43.1% |
| YTD | -20.3% | +48.9% | -69.2% | -38.9% |
| 1Y | -49.3% | +46.6% | -95.9% | -61.0% |
| 3Y | +137.8% | +91.4% | +46.4% | +57.4% |
| 5Y | +48.3% | +108.1% | -59.8% | -4.7% |
| 10Y | +526.8% | +782.7% | -255.9% | +158.9% |
| All | +526.8% | +783.8% | -257.0% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling