+936.1%
MSTR vs DFNS
-100.0%
+1,036.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.6% |
| 7D | -4.0% | -42.8% | +38.9% | -3.8% |
| 30D | -18.6% | -67.6% | +48.9% | -18.4% |
| 3M | +25.6% | -94.9% | +120.4% | +26.3% |
| 6M | -33.1% | -96.7% | +63.7% | -33.2% |
| YTD | -17.3% | -99.6% | +82.3% | -17.9% |
| 1Y | -48.1% | -99.7% | +51.6% | -48.5% |
| 3Y | +154.2% | -100.0% | +254.2% | +158.7% |
| 5Y | +46.2% | -100.0% | +146.2% | +42.8% |
| All | +936.1% | -100.0% | +1,036.1% | +926.0% |
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