+659.5%
MSTR vs DHI
+414.5%
+245.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | -8.3% | -3.4% | -4.9% | -6.7% |
| 30D | +38.1% | -5.4% | +43.5% | +41.8% |
| 3M | +9.0% | -10.4% | +19.4% | +13.7% |
| 6M | -5.3% | -2.8% | -2.6% | -5.7% |
| YTD | -13.8% | -3.4% | -10.4% | -15.4% |
| 1Y | -59.8% | -22.9% | -36.9% | -56.1% |
| 3Y | +282.2% | +20.7% | +261.5% | +220.0% |
| 5Y | +112.8% | +62.1% | +50.6% | +53.9% |
| All | +659.5% | +414.5% | +245.0% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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