-47.4%
MSTR vs DFNS
-99.7%
+52.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.5% |
| 7D | -4.0% | -42.8% | +38.9% | -1.7% |
| 30D | -18.6% | -67.6% | +48.9% | -14.9% |
| 3M | +25.6% | -94.9% | +120.4% | +40.1% |
| 6M | -33.1% | -96.7% | +63.7% | -10.1% |
| YTD | -17.3% | -99.6% | +82.3% | +65.2% |
| All | -47.4% | -99.7% | +52.3% | +9.6% |
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