-60.6%
MSTR vs DLTR
+21.9%
-82.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -11.2% | -9.4% | -1.8% | -9.8% |
| 30D | +33.8% | -7.3% | +41.1% | +35.0% |
| 3M | +11.5% | +7.6% | +3.9% | +8.9% |
| 6M | -7.2% | +1.6% | -8.7% | -7.1% |
| YTD | -15.4% | -3.5% | -11.9% | -14.8% |
| 1Y | -60.6% | +20.0% | -80.7% | -63.0% |
| All | -60.6% | +21.9% | -82.5% | -63.0% |
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 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