-42.3%
MSTR vs DG
+45.3%
-87.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.5% | -3.4% | +2.7% |
| 7D | -1.8% | +12.3% | -14.1% | -5.2% |
| 30D | -13.3% | +19.3% | -32.6% | -18.4% |
| 3M | +46.0% | +11.9% | +34.1% | +40.4% |
| 6M | -22.4% | +25.0% | -47.4% | -28.7% |
| YTD | -6.2% | +8.7% | -14.9% | -8.0% |
| 1Y | -42.3% | +44.7% | -87.0% | -50.8% |
| All | -42.3% | +45.3% | -87.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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