+304.5%
MSTR vs DLTR
+11.8%
+292.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +12.2% | +2.5% | +9.7% | +11.8% |
| 30D | +45.2% | +2.1% | +43.1% | +44.6% |
| 3M | +10.4% | +20.3% | -9.9% | +7.4% |
| 6M | -2.5% | +11.5% | -14.0% | -4.3% |
| YTD | -6.0% | +6.8% | -12.9% | -7.3% |
| 1Y | -56.4% | +31.1% | -87.5% | -58.1% |
| All | +304.5% | +11.8% | +292.7% | +250.7% |
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