+851.7%
MSTR vs DT
+70.4%
+781.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.2% | -24.7% | +23.5% | +13.6% |
| 30D | -15.9% | -27.4% | +11.4% | -1.1% |
| 3M | +33.1% | -11.1% | +44.2% | +40.5% |
| 6M | -31.0% | +13.7% | -44.7% | -37.5% |
| YTD | -15.1% | +0.2% | -15.4% | -18.5% |
| 1Y | -45.6% | -5.7% | -40.0% | -45.9% |
| 3Y | +180.5% | -8.1% | +188.6% | +174.3% |
| 5Y | +61.7% | -43.1% | +104.7% | +84.1% |
| All | +851.7% | +70.4% | +781.3% | +711.0% |
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