+180.5%
MSTR vs DG
+19.3%
+161.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -15.9% | +9.5% | -25.4% | -16.8% |
| 3M | +33.1% | +5.5% | +27.7% | +32.2% |
| 6M | -31.0% | +16.1% | -47.1% | -32.2% |
| YTD | -15.1% | +2.7% | -17.8% | -15.5% |
| 1Y | -45.6% | +42.1% | -87.7% | -46.4% |
| 3Y | +180.5% | +19.3% | +161.3% | +180.1% |
| All | +180.5% | +19.3% | +161.2% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling