+180.5%
MSTR vs DHR
+18.6%
+161.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -1.2% | -0.9% | -0.4% | -0.6% |
| 30D | -15.9% | +5.4% | -21.3% | -17.7% |
| 3M | +33.1% | +15.3% | +17.8% | +25.0% |
| 6M | -31.0% | +32.1% | -63.1% | -40.9% |
| YTD | -15.1% | +1.2% | -16.3% | -14.7% |
| 1Y | -45.6% | +10.1% | -55.7% | -48.5% |
| 3Y | +180.5% | +19.9% | +160.7% | +197.7% |
| All | +180.5% | +18.6% | +161.9% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling