+677.4%
MSTR vs DVA
+186.3%
+491.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.1% |
| 7D | +7.7% | +2.0% | +5.7% | +7.3% |
| 30D | +36.3% | -0.4% | +36.7% | +36.3% |
| 3M | +13.4% | -7.7% | +21.1% | +14.5% |
| 6M | -4.5% | +20.0% | -24.5% | -10.0% |
| YTD | -12.7% | +61.1% | -73.8% | -25.2% |
| 1Y | -59.6% | +33.9% | -93.5% | -63.6% |
| 3Y | +272.5% | +91.5% | +180.9% | +193.9% |
| 5Y | +107.1% | +41.8% | +65.4% | +71.5% |
| 10Y | +677.4% | +187.5% | +489.9% | +450.4% |
| All | +677.4% | +186.3% | +491.1% | +450.4% |
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