+1,252.0%
MSTR vs DVA
+1,579.0%
-327.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +12.2% | +1.8% | +10.3% | +11.7% |
| 30D | +45.2% | -2.5% | +47.7% | +45.8% |
| 3M | +10.4% | -4.3% | +14.6% | +10.6% |
| 6M | -2.5% | +18.9% | -21.3% | -7.8% |
| YTD | -6.0% | +61.9% | -68.0% | -19.0% |
| 1Y | -56.4% | +35.7% | -92.1% | -60.9% |
| 3Y | +306.3% | +78.6% | +227.6% | +233.8% |
| 5Y | +100.5% | +39.2% | +61.3% | +71.8% |
| 10Y | +741.1% | +184.0% | +557.1% | +484.7% |
| All | +1,252.0% | +1,579.0% | -327.0% | +380.7% |
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