+677.4%
MSTR vs DHR
+209.6%
+467.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +7.7% | -2.4% | +10.1% | +9.5% |
| 30D | +36.3% | -2.2% | +38.5% | +38.9% |
| 3M | +13.4% | +9.0% | +4.4% | +5.1% |
| 6M | -4.5% | +3.5% | -8.0% | -9.2% |
| YTD | -12.7% | -10.1% | -2.5% | -8.4% |
| 1Y | -59.6% | +6.2% | -65.8% | -62.8% |
| 3Y | +272.5% | -5.4% | +277.8% | +261.6% |
| 5Y | +107.1% | -27.9% | +135.0% | +142.3% |
| 10Y | +677.4% | +215.7% | +461.7% | +375.6% |
| All | +677.4% | +209.6% | +467.8% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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