+481.0%
MSTR vs DHR
+242.1%
+238.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.7% |
| 7D | -13.4% | +1.2% | -14.6% | -14.1% |
| 30D | -22.1% | +3.7% | -25.8% | -23.5% |
| 3M | +15.0% | +14.5% | +0.5% | +5.8% |
| 6M | -37.3% | +40.9% | -78.2% | -51.3% |
| YTD | -26.5% | +2.4% | -28.9% | -29.2% |
| 1Y | -46.5% | +6.1% | -52.6% | -49.9% |
| 3Y | +121.1% | +21.0% | +100.1% | +82.0% |
| 5Y | +37.5% | -11.4% | +48.9% | +42.6% |
| All | +481.0% | +242.1% | +238.9% | +221.6% |
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