+677.4%
MSTR vs DLTR
+45.2%
+632.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.4% |
| 7D | +7.7% | -10.2% | +18.0% | +11.2% |
| 30D | +36.3% | -8.5% | +44.8% | +39.5% |
| 3M | +13.4% | +5.6% | +7.8% | +10.7% |
| 6M | -4.5% | +2.2% | -6.7% | -6.7% |
| YTD | -12.7% | -3.8% | -8.9% | -13.2% |
| 1Y | -59.6% | +22.9% | -82.5% | -63.1% |
| 3Y | +272.5% | +2.0% | +270.4% | +242.6% |
| 5Y | +107.1% | +29.8% | +77.3% | +82.1% |
| 10Y | +677.4% | +45.0% | +632.4% | +527.5% |
| All | +677.4% | +45.2% | +632.1% | +527.5% |
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