-59.6%
MSTR vs DE
+42.9%
-102.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +7.7% | -3.0% | +10.7% | +7.9% |
| 30D | +36.3% | +11.1% | +25.2% | +34.6% |
| 3M | +13.4% | +17.6% | -4.2% | +11.3% |
| 6M | -4.5% | +13.6% | -18.1% | -5.6% |
| YTD | -12.7% | +46.3% | -58.9% | -13.8% |
| 1Y | -59.6% | +44.2% | -103.8% | -58.4% |
| All | -59.6% | +42.9% | -102.5% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling