-56.4%
MSTR vs DVA
+35.1%
-91.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.1% |
| 7D | +12.2% | +1.8% | +10.3% | +12.6% |
| 30D | +45.2% | -2.5% | +47.7% | +44.7% |
| 3M | +10.4% | -4.3% | +14.6% | +10.8% |
| 6M | -2.5% | +18.9% | -21.3% | +3.0% |
| YTD | -6.0% | +61.9% | -68.0% | +8.5% |
| 1Y | -56.4% | +35.7% | -92.1% | -45.3% |
| All | -56.4% | +35.1% | -91.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling