+744.5%
MSTR vs DT
+76.1%
+668.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.3% |
| 7D | -11.5% | +2.7% | -14.3% | -12.8% |
| 30D | -24.8% | -30.4% | +5.5% | -9.5% |
| 3M | +20.6% | -9.4% | +30.1% | +26.1% |
| 6M | -38.0% | +14.5% | -52.5% | -43.9% |
| YTD | -24.7% | +3.6% | -28.3% | -29.0% |
| 1Y | -49.1% | -3.4% | -45.6% | -50.0% |
| 3Y | +124.7% | -11.1% | +135.8% | +123.8% |
| 5Y | +40.9% | -39.5% | +80.4% | +56.3% |
| All | +744.5% | +76.1% | +668.4% | +606.6% |
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