+287.2%
MSTR vs DGX
+96.8%
+190.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | -2.2% | +9.9% | +8.0% |
| 30D | +36.3% | -0.9% | +37.3% | +36.5% |
| 3M | +13.4% | +15.6% | -2.2% | +12.2% |
| 6M | -4.5% | +17.8% | -22.3% | -5.9% |
| YTD | -12.7% | +37.5% | -50.1% | -17.4% |
| 1Y | -59.6% | +31.2% | -90.8% | -61.6% |
| All | +287.2% | +96.8% | +190.4% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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