+120.4%
MSTR vs DG
-35.0%
+155.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +12.2% | +8.4% | +3.8% | +10.0% |
| 30D | +45.2% | +4.9% | +40.2% | +43.5% |
| 3M | +10.4% | +29.3% | -19.0% | +3.7% |
| 6M | -2.5% | -11.3% | +8.8% | -0.5% |
| YTD | -6.0% | +1.8% | -7.8% | -6.6% |
| 1Y | -56.4% | +25.3% | -81.7% | -58.7% |
| 3Y | +306.3% | +9.1% | +297.2% | +287.2% |
| All | +120.4% | -35.0% | +155.4% | +168.0% |
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