-42.3%
MSTR vs DFNS
-99.6%
+57.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -18.3% | +23.4% | +5.9% |
| 7D | -1.8% | -27.7% | +25.9% | -0.5% |
| 30D | -13.3% | -58.0% | +44.7% | -10.2% |
| 3M | +46.0% | -94.0% | +140.0% | +62.0% |
| 6M | -22.4% | -94.6% | +72.1% | -0.4% |
| YTD | -6.2% | -99.4% | +93.2% | +89.4% |
| 1Y | -42.3% | -99.6% | +57.4% | +24.0% |
| All | -42.3% | -99.6% | +57.3% | +24.0% |
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