+1,089.0%
MSTR vs DVA
+1,593.1%
-504.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.9% |
| 7D | -4.0% | -0.1% | -3.8% | -4.0% |
| 30D | -18.6% | +3.5% | -22.1% | -19.4% |
| 3M | +25.6% | +1.0% | +24.6% | +24.7% |
| 6M | -33.1% | -6.6% | -26.5% | -32.9% |
| YTD | -17.3% | +63.3% | -80.7% | -29.1% |
| 1Y | -48.1% | +50.0% | -98.1% | -54.6% |
| 3Y | +154.2% | +120.1% | +34.1% | +99.3% |
| 5Y | +46.2% | +73.7% | -27.5% | +19.0% |
| 10Y | +554.5% | +212.7% | +341.8% | +344.4% |
| All | +1,089.0% | +1,593.1% | -504.1% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling