+1,252.0%
MSTR vs DLTR
+1,512.9%
-260.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +2.5% | +9.7% | +11.1% |
| 30D | +45.2% | +2.1% | +43.1% | +43.7% |
| 3M | +10.4% | +20.3% | -9.9% | +3.2% |
| 6M | -2.5% | +11.5% | -14.0% | -7.5% |
| YTD | -6.0% | +6.8% | -12.9% | -9.8% |
| 1Y | -56.4% | +31.1% | -87.5% | -61.1% |
| 3Y | +306.3% | +10.7% | +295.6% | +261.6% |
| 5Y | +100.5% | +41.6% | +58.9% | +64.7% |
| 10Y | +741.1% | +58.1% | +683.0% | +527.5% |
| All | +1,252.0% | +1,512.9% | -260.9% | +257.3% |
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