+481.0%
MSTR vs DLTR
+76.3%
+404.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.8% |
| 7D | -13.4% | +5.3% | -18.7% | -14.8% |
| 30D | -22.1% | +13.4% | -35.5% | -25.1% |
| 3M | +15.0% | +6.6% | +8.4% | +11.9% |
| 6M | -37.3% | +59.1% | -96.4% | -46.8% |
| YTD | -26.5% | +12.3% | -38.8% | -30.6% |
| 1Y | -46.5% | +33.9% | -80.3% | -52.4% |
| 3Y | +121.1% | +23.0% | +98.1% | +91.2% |
| 5Y | +37.5% | +22.1% | +15.4% | +23.1% |
| All | +481.0% | +76.3% | +404.8% | +350.9% |
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 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