-47.1%
MSTR vs DT
-4.9%
-42.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.3% |
| 7D | -14.2% | -5.4% | -8.7% | -11.9% |
| 30D | -19.9% | -32.2% | +12.3% | -4.8% |
| 3M | +27.3% | -10.9% | +38.2% | +34.1% |
| 6M | -37.6% | +10.0% | -47.5% | -40.5% |
| YTD | -19.5% | +2.1% | -21.6% | -20.7% |
| 1Y | -47.1% | -5.5% | -41.6% | -42.9% |
| All | -47.1% | -4.9% | -42.2% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling