+1,078.1%
MSTR vs DFNS
-99.9%
+1,178.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +12.2% | -16.0% | +28.2% | +12.2% |
| 30D | +45.2% | -77.7% | +122.9% | +45.5% |
| 3M | +10.4% | -77.2% | +87.6% | +9.7% |
| 6M | -2.5% | -95.2% | +92.7% | -3.3% |
| YTD | -6.0% | -98.0% | +91.9% | -7.0% |
| 1Y | -56.4% | -98.3% | +41.9% | -56.8% |
| 3Y | +306.3% | -99.9% | +406.2% | +310.8% |
| 5Y | +100.5% | -99.9% | +200.3% | +94.6% |
| All | +1,078.1% | -99.9% | +1,178.0% | +1,062.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling