+515.3%
MSTR vs DVA
+199.8%
+315.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.9% |
| 7D | -10.7% | -1.6% | -9.1% | -10.4% |
| 30D | -21.6% | 0.0% | -21.6% | -21.7% |
| 3M | +24.4% | -2.4% | +26.8% | +24.5% |
| 6M | -35.5% | -9.8% | -25.7% | -34.9% |
| YTD | -20.3% | +57.8% | -78.1% | -31.8% |
| 1Y | -49.3% | +49.2% | -98.5% | -56.0% |
| 3Y | +137.8% | +116.0% | +21.7% | +81.2% |
| 5Y | +48.3% | +68.5% | -20.2% | +17.6% |
| All | +515.3% | +199.8% | +315.6% | +319.8% |
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