+142.3%
MSTR vs DFNS
-100.0%
+242.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.7% | -11.7% | +1.0% |
| 7D | -14.2% | -13.0% | -1.2% | -14.1% |
| 30D | -19.9% | -56.9% | +37.0% | -19.7% |
| 3M | +27.3% | -93.2% | +120.5% | +28.0% |
| 6M | -37.6% | -95.4% | +57.9% | -37.8% |
| YTD | -19.5% | -99.5% | +80.0% | -20.1% |
| 1Y | -47.1% | -99.6% | +52.5% | -47.6% |
| All | +142.3% | -100.0% | +242.3% | +142.7% |
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