+40.4%
MSTR vs DG
-35.8%
+76.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -13.4% | +0.3% | -13.7% | -13.5% |
| 30D | -22.1% | +3.2% | -25.3% | -22.8% |
| 3M | +15.0% | +10.4% | +4.5% | +12.0% |
| 6M | -37.3% | +33.2% | -70.5% | -41.7% |
| YTD | -26.5% | +3.0% | -29.5% | -27.4% |
| 1Y | -46.5% | +31.2% | -77.7% | -50.0% |
| 3Y | +121.1% | +21.8% | +99.3% | +99.1% |
| All | +40.4% | -35.8% | +76.2% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling