+40.4%
MSTR vs DT
-37.8%
+78.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -13.4% | +3.1% | -16.6% | -15.4% |
| 30D | -22.1% | -29.5% | +7.5% | -0.7% |
| 3M | +15.0% | -11.7% | +26.7% | +23.8% |
| 6M | -37.3% | +29.0% | -66.3% | -50.7% |
| YTD | -26.5% | +3.4% | -29.9% | -33.2% |
| 1Y | -46.5% | -4.2% | -42.2% | -48.1% |
| 3Y | +121.1% | -12.8% | +133.9% | +115.5% |
| All | +40.4% | -37.8% | +78.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling