+146.7%
MSTR vs DLTR
+20.5%
+126.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -3.2% |
| 7D | -4.0% | -1.0% | -3.0% | -3.8% |
| 30D | -18.6% | +15.7% | -34.3% | -20.0% |
| 3M | +25.6% | +4.8% | +20.7% | +24.7% |
| 6M | -33.1% | +45.6% | -78.7% | -36.7% |
| YTD | -17.3% | +11.6% | -28.9% | -18.9% |
| 1Y | -48.1% | +29.8% | -77.9% | -49.9% |
| All | +146.7% | +20.5% | +126.1% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling