-46.5%
MSTR vs DVA
+42.3%
-88.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -13.4% | -8.8% | -4.7% | -15.0% |
| 30D | -22.1% | -3.4% | -18.7% | -22.4% |
| 3M | +15.0% | -2.6% | +17.5% | +14.9% |
| 6M | -37.3% | -11.9% | -25.4% | -37.9% |
| YTD | -26.5% | +53.6% | -80.2% | -10.4% |
| 1Y | -46.5% | +41.9% | -88.3% | -36.5% |
| All | -46.5% | +42.3% | -88.8% | -36.5% |
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