+827.0%
MSTR vs DT
+72.4%
+754.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.2% |
| 7D | -4.0% | -20.2% | +16.3% | +7.1% |
| 30D | -18.6% | -30.8% | +12.1% | -1.8% |
| 3M | +25.6% | -10.2% | +35.8% | +31.8% |
| 6M | -33.1% | +8.0% | -41.1% | -37.5% |
| YTD | -17.3% | +1.5% | -18.8% | -21.1% |
| 1Y | -48.1% | -6.9% | -41.2% | -48.0% |
| 3Y | +154.2% | -10.9% | +165.1% | +152.9% |
| 5Y | +46.2% | -42.2% | +88.4% | +65.2% |
| All | +827.0% | +72.4% | +754.6% | +684.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling