+40.4%
MSTR vs DTE
+46.4%
-6.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | +3.4% | -16.9% | -14.5% |
| 30D | -22.1% | +8.9% | -31.0% | -24.4% |
| 3M | +15.0% | +1.1% | +13.9% | +14.4% |
| 6M | -37.3% | +0.1% | -37.4% | -37.9% |
| YTD | -26.5% | +11.1% | -37.6% | -31.1% |
| 1Y | -46.5% | +4.9% | -51.4% | -48.4% |
| 3Y | +121.1% | +58.6% | +62.5% | +67.4% |
| All | +40.4% | +46.4% | -6.0% | +35.8% |
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