+1,026.3%
MSTR vs DFNS
-99.9%
+1,126.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.4% |
| 7D | +9.3% | +0.8% | +8.5% | +9.3% |
| 30D | +36.5% | -73.2% | +109.7% | +36.8% |
| 3M | +7.3% | -72.4% | +79.8% | +6.6% |
| 6M | +2.2% | -95.2% | +97.5% | +1.4% |
| YTD | -10.2% | -98.0% | +87.8% | -11.1% |
| 1Y | -58.6% | -98.3% | +39.6% | -59.0% |
| 3Y | +283.2% | -99.9% | +383.1% | +287.9% |
| 5Y | +113.8% | -99.9% | +213.6% | +107.7% |
| All | +1,026.3% | -99.9% | +1,126.2% | +1,011.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling