+308.9%
MSTR vs DT
+9.0%
+299.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | +12.2% | -3.3% | +15.5% | +14.2% |
| 30D | +45.2% | +2.0% | +43.1% | +44.1% |
| 3M | +10.4% | +20.0% | -9.6% | +1.2% |
| 6M | -2.5% | +39.3% | -41.8% | -18.5% |
| YTD | -6.0% | +19.8% | -25.8% | -15.3% |
| 1Y | -56.4% | +4.3% | -60.7% | -57.8% |
| All | +308.9% | +9.0% | +299.9% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling