+1,120.6%
MSTR vs DIA
+929.6%
+191.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -1.2% | -0.9% | -0.3% | +0.3% |
| 30D | -15.9% | +0.3% | -16.2% | -15.7% |
| 3M | +33.1% | -4.5% | +37.6% | +42.5% |
| 6M | -31.0% | +3.4% | -34.3% | -32.7% |
| YTD | -15.1% | +7.8% | -22.9% | -20.2% |
| 1Y | -45.6% | +10.7% | -56.4% | -50.6% |
| 3Y | +180.5% | +57.5% | +123.0% | +76.8% |
| 5Y | +61.7% | +53.7% | +7.9% | +17.1% |
| 10Y | +578.0% | +247.2% | +330.8% | +87.2% |
| All | +1,120.6% | +929.6% | +191.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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