+121.1%
MSTR vs DAR
+33.7%
+87.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.7% |
| 7D | -13.4% | +11.6% | -25.0% | -15.9% |
| 30D | -22.1% | -10.2% | -11.8% | -20.0% |
| 3M | +15.0% | -14.8% | +29.8% | +18.5% |
| 6M | -37.3% | -10.1% | -27.2% | -36.9% |
| YTD | -26.5% | +55.5% | -82.1% | -40.7% |
| 1Y | -46.5% | +61.7% | -108.2% | -57.5% |
| 3Y | +121.1% | +37.2% | +83.9% | +82.1% |
| All | +121.1% | +33.7% | +87.4% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling