+120.4%
MSTR vs DAR
-11.0%
+131.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | +1.4% | +10.8% | +11.1% |
| 30D | +45.2% | +12.8% | +32.4% | +34.5% |
| 3M | +10.4% | +7.4% | +3.0% | +4.4% |
| 6M | -2.5% | +22.3% | -24.7% | -15.2% |
| YTD | -6.0% | +81.1% | -87.1% | -34.5% |
| 1Y | -56.4% | +106.5% | -162.9% | -72.3% |
| 3Y | +306.3% | +5.3% | +301.0% | +273.5% |
| All | +120.4% | -11.0% | +131.3% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling