+481.0%
MSTR vs DVA
+193.2%
+287.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -13.4% | -8.8% | -4.7% | -11.7% |
| 30D | -22.1% | -3.4% | -18.7% | -21.6% |
| 3M | +15.0% | -2.6% | +17.5% | +15.2% |
| 6M | -37.3% | -11.9% | -25.4% | -36.4% |
| YTD | -26.5% | +53.6% | -80.2% | -36.8% |
| 1Y | -46.5% | +41.9% | -88.3% | -52.9% |
| 3Y | +121.1% | +97.5% | +23.6% | +72.7% |
| 5Y | +37.5% | +65.0% | -27.5% | +9.5% |
| All | +481.0% | +193.2% | +287.8% | +297.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling