+866.7%
MSTR vs DT
+100.3%
+766.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -8.3% | -1.6% | -6.7% | -7.5% |
| 30D | +38.1% | +3.0% | +35.1% | +36.1% |
| 3M | +9.0% | +26.5% | -17.5% | -4.6% |
| 6M | -5.3% | +35.9% | -41.3% | -21.9% |
| YTD | -13.8% | +17.8% | -31.6% | -23.3% |
| 1Y | -59.8% | +4.1% | -63.9% | -61.6% |
| 3Y | +282.2% | +5.3% | +276.9% | +250.7% |
| 5Y | +112.8% | -27.2% | +139.9% | +118.2% |
| All | +866.7% | +100.3% | +766.4% | +662.8% |
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