+107.1%
MSTR vs DTE
+31.9%
+75.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +7.7% | 0.0% | +7.7% | +7.8% |
| 30D | +36.3% | -0.5% | +36.9% | +36.4% |
| 3M | +13.4% | -6.0% | +19.4% | +15.4% |
| 6M | -4.5% | -7.2% | +2.7% | -2.6% |
| YTD | -12.7% | +7.2% | -19.8% | -16.9% |
| 1Y | -59.6% | +4.1% | -63.7% | -61.0% |
| 3Y | +272.5% | +46.9% | +225.6% | +194.4% |
| 5Y | +107.1% | +32.9% | +74.2% | +108.3% |
| All | +107.1% | +31.9% | +75.2% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling