+1,334.1%
MSTR vs DG
+612.5%
+721.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -15.9% | +9.5% | -25.4% | -18.4% |
| 3M | +33.1% | +5.5% | +27.7% | +30.6% |
| 6M | -31.0% | +16.1% | -47.1% | -34.5% |
| YTD | -15.1% | +2.7% | -17.8% | -16.5% |
| 1Y | -45.6% | +42.1% | -87.7% | -51.5% |
| 3Y | +180.5% | +19.3% | +161.3% | +148.4% |
| 5Y | +61.7% | -35.3% | +97.0% | +78.2% |
| 10Y | +578.0% | +123.9% | +454.1% | +417.3% |
| All | +1,334.1% | +612.5% | +721.7% | +565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling