+180.5%
MSTR vs DFNS
-100.0%
+280.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.2% | +11.9% | -0.3% |
| 7D | -1.2% | -44.0% | +42.8% | -1.1% |
| 30D | -15.9% | -69.1% | +53.2% | -15.7% |
| 3M | +33.1% | -95.6% | +128.8% | +33.9% |
| 6M | -31.0% | -96.2% | +65.2% | -31.2% |
| YTD | -15.1% | -99.6% | +84.5% | -15.8% |
| 1Y | -45.6% | -99.7% | +54.1% | -46.1% |
| 3Y | +180.5% | -100.0% | +280.5% | +186.0% |
| All | +180.5% | -100.0% | +280.5% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling