+126.6%
MSTR vs DE
+89.5%
+37.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -5.5% |
| 7D | -11.5% | +2.3% | -13.8% | -12.6% |
| 30D | -24.8% | +4.4% | -29.2% | -26.5% |
| 3M | +20.6% | +9.8% | +10.9% | +13.9% |
| 6M | -38.0% | +15.8% | -53.7% | -44.1% |
| YTD | -24.7% | +47.0% | -71.7% | -44.7% |
| 1Y | -49.1% | +42.8% | -91.9% | -62.0% |
| All | +126.6% | +89.5% | +37.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling