+521.9%
MSTR vs DLTR
+85.5%
+436.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -14.2% | -2.8% | -11.4% | -13.5% |
| 30D | -19.9% | +21.5% | -41.4% | -24.7% |
| 3M | +27.3% | +11.6% | +15.7% | +22.2% |
| 6M | -37.6% | +58.7% | -96.3% | -46.9% |
| YTD | -19.5% | +16.2% | -35.6% | -24.7% |
| 1Y | -47.1% | +34.8% | -82.0% | -53.0% |
| 3Y | +140.3% | +25.3% | +115.0% | +107.0% |
| 5Y | +49.5% | +25.8% | +23.7% | +32.6% |
| 10Y | +521.9% | +83.7% | +438.2% | +377.0% |
| All | +521.9% | +85.5% | +436.4% | +377.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling