+1,046.2%
MSTR vs DLTR
+1,628.4%
-582.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.4% |
| 7D | -10.7% | +5.0% | -15.8% | -12.2% |
| 30D | -21.6% | +18.7% | -40.3% | -26.0% |
| 3M | +24.4% | +8.9% | +15.5% | +20.0% |
| 6M | -35.5% | +49.4% | -84.9% | -44.5% |
| YTD | -20.3% | +14.5% | -34.8% | -25.6% |
| 1Y | -49.3% | +32.5% | -81.8% | -55.0% |
| 3Y | +137.8% | +23.4% | +114.3% | +103.5% |
| 5Y | +48.3% | +26.2% | +22.1% | +26.5% |
| 10Y | +526.8% | +82.4% | +444.4% | +345.2% |
| All | +1,046.2% | +1,628.4% | -582.1% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling