+180.5%
MSTR vs DT
-9.2%
+189.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.2% | -24.7% | +23.5% | +11.4% |
| 30D | -15.9% | -27.4% | +11.4% | -3.2% |
| 3M | +33.1% | -11.1% | +44.2% | +40.0% |
| 6M | -31.0% | +13.7% | -44.7% | -36.2% |
| YTD | -15.1% | +0.2% | -15.4% | -17.4% |
| 1Y | -45.6% | -5.7% | -40.0% | -45.3% |
| 3Y | +180.5% | -8.1% | +188.6% | +180.9% |
| All | +180.5% | -9.2% | +189.7% | +180.9% |
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 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