-42.3%
MSTR vs DLTR
+45.2%
-87.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.6% | -4.5% | +3.8% |
| 7D | -1.8% | +15.6% | -17.4% | -3.8% |
| 30D | -13.3% | +29.9% | -43.2% | -16.5% |
| 3M | +46.0% | +12.5% | +33.5% | +43.4% |
| 6M | -22.4% | +56.3% | -78.7% | -29.7% |
| YTD | -6.2% | +19.5% | -25.7% | -8.2% |
| 1Y | -42.3% | +44.0% | -86.3% | -47.9% |
| All | -42.3% | +45.2% | -87.5% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling