-56.4%
MSTR vs DFNS
-98.3%
+41.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +12.2% | -16.0% | +28.2% | +13.0% |
| 30D | +45.2% | -77.7% | +122.9% | +53.2% |
| 3M | +10.4% | -77.2% | +87.6% | +20.6% |
| 6M | -2.5% | -95.2% | +92.7% | +36.6% |
| YTD | -6.0% | -98.0% | +91.9% | +47.0% |
| 1Y | -56.4% | -98.3% | +41.9% | -39.3% |
| All | -56.4% | -98.3% | +41.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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