+521.9%
MSTR vs DAR
+290.1%
+231.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -1.1% |
| 7D | -14.2% | +3.6% | -17.8% | -15.5% |
| 30D | -19.9% | -11.3% | -8.6% | -16.1% |
| 3M | +27.3% | -13.1% | +40.4% | +32.4% |
| 6M | -37.6% | -15.1% | -22.5% | -35.0% |
| YTD | -19.5% | +50.5% | -70.0% | -36.4% |
| 1Y | -47.1% | +57.9% | -105.0% | -59.3% |
| 3Y | +140.3% | +28.9% | +111.3% | +92.1% |
| 5Y | +49.5% | -31.4% | +81.0% | +63.6% |
| 10Y | +521.9% | +301.0% | +220.8% | +279.1% |
| All | +521.9% | +290.1% | +231.8% | +279.1% |
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