-56.4%
MSTR vs DG
+23.4%
-79.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | +12.2% | +8.4% | +3.8% | +9.1% |
| 30D | +45.2% | +4.9% | +40.2% | +42.7% |
| 3M | +10.4% | +29.3% | -19.0% | +0.6% |
| 6M | -2.5% | -11.3% | +8.8% | +0.4% |
| YTD | -6.0% | +1.8% | -7.8% | -5.8% |
| 1Y | -56.4% | +25.3% | -81.7% | -58.9% |
| All | -56.4% | +23.4% | -79.8% | -58.9% |
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