+1,488.4%
MSTR vs DG
+606.1%
+882.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | +12.2% | +8.4% | +3.8% | +9.5% |
| 30D | +45.2% | +4.9% | +40.2% | +43.2% |
| 3M | +10.4% | +29.3% | -19.0% | +2.2% |
| 6M | -2.5% | -11.3% | +8.8% | +0.2% |
| YTD | -6.0% | +1.8% | -7.8% | -6.9% |
| 1Y | -56.4% | +25.3% | -81.7% | -59.5% |
| 3Y | +306.3% | +9.1% | +297.2% | +271.6% |
| 5Y | +100.5% | -34.9% | +135.4% | +121.1% |
| 10Y | +741.1% | +108.2% | +632.9% | +557.4% |
| All | +1,488.4% | +606.1% | +882.4% | +641.9% |
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