+1,252.0%
MSTR vs DTE
+1,176.4%
+75.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +12.2% | +0.2% | +12.0% | +12.1% |
| 30D | +45.2% | -2.6% | +47.7% | +46.3% |
| 3M | +10.4% | -3.9% | +14.3% | +11.2% |
| 6M | -2.5% | -7.9% | +5.4% | -0.6% |
| YTD | -6.0% | +7.2% | -13.2% | -9.1% |
| 1Y | -56.4% | +3.1% | -59.5% | -57.3% |
| 3Y | +306.3% | +47.6% | +258.7% | +248.9% |
| 5Y | +100.5% | +32.7% | +67.8% | +78.7% |
| 10Y | +741.1% | +138.8% | +602.3% | +487.0% |
| All | +1,252.0% | +1,176.4% | +75.5% | +437.3% |
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 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