+1,058.3%
MSTR vs DTE
+1,222.3%
-163.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -14.2% | +1.6% | -15.7% | -14.6% |
| 30D | -19.9% | +9.1% | -29.0% | -22.2% |
| 3M | +27.3% | +2.4% | +24.9% | +26.0% |
| 6M | -37.6% | -0.2% | -37.3% | -38.0% |
| YTD | -19.5% | +11.0% | -30.5% | -23.1% |
| 1Y | -47.1% | +3.4% | -50.5% | -48.2% |
| 3Y | +140.3% | +57.1% | +83.2% | +102.0% |
| 5Y | +49.5% | +46.6% | +3.0% | +28.8% |
| 10Y | +521.9% | +151.3% | +370.6% | +326.5% |
| All | +1,058.3% | +1,222.3% | -163.9% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling