+283.2%
MSTR vs DTE
+48.7%
+234.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | +9.3% | +0.9% | +8.4% | +9.2% |
| 30D | +36.5% | -1.9% | +38.4% | +36.8% |
| 3M | +7.3% | -3.3% | +10.7% | +7.4% |
| 6M | +2.2% | -7.1% | +9.4% | +3.3% |
| YTD | -10.2% | +8.1% | -18.3% | -13.4% |
| 1Y | -58.6% | +5.3% | -63.9% | -59.7% |
| 3Y | +283.2% | +48.2% | +235.0% | +242.2% |
| All | +283.2% | +48.7% | +234.5% | +242.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling