+495.5%
MSTR vs DG
+105.9%
+389.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.9% |
| 7D | -11.5% | -2.5% | -9.1% | -10.9% |
| 30D | -24.8% | +7.7% | -32.5% | -26.7% |
| 3M | +20.6% | +13.1% | +7.5% | +16.1% |
| 6M | -38.0% | +32.0% | -70.0% | -43.1% |
| YTD | -24.7% | +3.3% | -28.0% | -26.0% |
| 1Y | -49.1% | +31.7% | -80.7% | -53.4% |
| 3Y | +124.7% | +21.7% | +103.0% | +97.4% |
| 5Y | +40.9% | -34.7% | +75.7% | +63.1% |
| All | +495.5% | +105.9% | +389.6% | +423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling