-46.5%
MSTR vs DFNS
-99.7%
+53.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -2.2% |
| 7D | -13.4% | -6.0% | -7.5% | -13.3% |
| 30D | -22.1% | -71.2% | +49.1% | -18.1% |
| 3M | +15.0% | -94.5% | +109.5% | +27.6% |
| 6M | -37.3% | -96.5% | +59.2% | -17.8% |
| YTD | -26.5% | -99.6% | +73.1% | +42.8% |
| 1Y | -46.5% | -99.7% | +53.2% | +5.5% |
| All | -46.5% | -99.7% | +53.2% | +5.5% |
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