+554.5%
MSTR vs DAR
+288.2%
+266.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -4.5% |
| 7D | -4.0% | -2.8% | -1.2% | -2.9% |
| 30D | -18.6% | -12.8% | -5.8% | -14.2% |
| 3M | +25.6% | -11.6% | +37.2% | +29.3% |
| 6M | -33.1% | -16.8% | -16.3% | -29.7% |
| YTD | -17.3% | +45.9% | -63.3% | -33.8% |
| 1Y | -48.1% | +61.5% | -109.6% | -60.6% |
| 3Y | +154.2% | +23.0% | +131.2% | +107.6% |
| 5Y | +46.2% | -35.8% | +82.0% | +64.3% |
| 10Y | +554.5% | +280.4% | +274.1% | +306.6% |
| All | +554.5% | +288.2% | +266.3% | +306.6% |
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