+113.8%
MSTR vs DVA
+38.1%
+75.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.0% |
| 7D | +9.3% | +2.2% | +7.1% | +8.9% |
| 30D | +36.5% | -2.0% | +38.5% | +36.9% |
| 3M | +7.3% | -6.3% | +13.6% | +7.8% |
| 6M | +2.2% | +19.4% | -17.2% | -3.6% |
| YTD | -10.2% | +58.5% | -68.6% | -23.7% |
| 1Y | -58.6% | +33.9% | -92.5% | -62.8% |
| 3Y | +283.2% | +88.4% | +194.7% | +189.2% |
| 5Y | +113.8% | +39.5% | +74.3% | +93.9% |
| All | +113.8% | +38.1% | +75.7% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling