-59.6%
MSTR vs DVA
+36.0%
-95.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.5% |
| 7D | +7.7% | +2.0% | +5.7% | +8.1% |
| 30D | +36.3% | -0.4% | +36.7% | +36.5% |
| 3M | +13.4% | -7.7% | +21.1% | +12.7% |
| 6M | -4.5% | +20.0% | -24.5% | +1.7% |
| YTD | -12.7% | +61.1% | -73.8% | +1.4% |
| 1Y | -59.6% | +33.9% | -93.5% | -51.1% |
| All | -59.6% | +36.0% | -95.7% | -51.1% |
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