+570.4%
MSTR vs DAR
+268.8%
+301.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.2% | -9.9% | +8.7% | +3.2% |
| 30D | -15.9% | -16.4% | +0.4% | -9.8% |
| 3M | +33.1% | -17.1% | +50.2% | +40.9% |
| 6M | -31.0% | -20.5% | -10.5% | -26.0% |
| YTD | -15.1% | +39.4% | -54.6% | -30.7% |
| 1Y | -45.6% | +57.2% | -102.9% | -58.2% |
| 3Y | +180.5% | +13.9% | +166.6% | +137.2% |
| 5Y | +61.7% | -40.8% | +102.5% | +87.6% |
| All | +570.4% | +268.8% | +301.7% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling