+113.8%
MSTR vs DLTR
+34.4%
+79.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.2% | -2.8% |
| 7D | +9.3% | -5.8% | +15.1% | +11.2% |
| 30D | +36.5% | -5.2% | +41.7% | +38.2% |
| 3M | +7.3% | +15.2% | -7.9% | +2.0% |
| 6M | +2.2% | +7.1% | -4.9% | -1.3% |
| YTD | -10.2% | +0.8% | -11.0% | -11.8% |
| 1Y | -58.6% | +24.8% | -83.4% | -62.3% |
| 3Y | +283.2% | +6.9% | +276.3% | +249.5% |
| 5Y | +113.8% | +33.2% | +80.5% | +128.0% |
| All | +113.8% | +34.4% | +79.4% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling