+40.4%
MSTR vs DGX
+90.8%
-50.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | +1.6% | -15.0% | -13.9% |
| 30D | -22.1% | +11.2% | -33.3% | -24.8% |
| 3M | +15.0% | +10.4% | +4.6% | +11.0% |
| 6M | -37.3% | +37.1% | -74.4% | -44.5% |
| YTD | -26.5% | +52.1% | -78.7% | -38.7% |
| 1Y | -46.5% | +40.7% | -87.2% | -53.8% |
| 3Y | +121.1% | +107.6% | +13.5% | +44.0% |
| All | +40.4% | +90.8% | -50.4% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling