-2.5%
MSTR vs DVA
+20.7%
-23.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +12.2% | +1.8% | +10.3% | +12.2% |
| 30D | +45.2% | -2.5% | +47.7% | +45.4% |
| 3M | +10.4% | -4.3% | +14.6% | +10.2% |
| 6M | -2.5% | +18.9% | -21.3% | -5.9% |
| All | -2.5% | +20.7% | -23.2% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling