+645.5%
MSTR vs DTE
+141.0%
+504.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -2.7% |
| 7D | -11.2% | -2.0% | -9.2% | -10.7% |
| 30D | +33.8% | -2.4% | +36.2% | +34.7% |
| 3M | +11.5% | -7.3% | +18.8% | +13.7% |
| 6M | -7.2% | -7.6% | +0.5% | -5.5% |
| YTD | -15.4% | +5.8% | -21.2% | -17.9% |
| 1Y | -60.6% | +2.3% | -63.0% | -61.4% |
| 3Y | +260.8% | +45.0% | +215.8% | +210.6% |
| 5Y | +108.8% | +33.2% | +75.6% | +85.8% |
| All | +645.5% | +141.0% | +504.5% | +451.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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