+645.5%
MSTR vs DE
+867.0%
-221.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -11.2% | -2.4% | -8.9% | -10.0% |
| 30D | +33.8% | +9.7% | +24.1% | +26.6% |
| 3M | +11.5% | +21.4% | -9.9% | -1.3% |
| 6M | -7.2% | +15.0% | -22.2% | -16.3% |
| YTD | -15.4% | +46.4% | -61.8% | -34.3% |
| 1Y | -60.6% | +45.6% | -106.2% | -69.6% |
| 3Y | +260.8% | +76.8% | +184.1% | +149.9% |
| 5Y | +108.8% | +99.4% | +9.4% | +37.0% |
| All | +645.5% | +867.0% | -221.5% | +188.8% |
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