+120.4%
MSTR vs DHR
-27.4%
+147.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.2% |
| 7D | +12.2% | -3.9% | +16.1% | +15.5% |
| 30D | +45.2% | +4.0% | +41.2% | +41.8% |
| 3M | +10.4% | +11.5% | -1.1% | -0.7% |
| 6M | -2.5% | +1.9% | -4.3% | -6.4% |
| YTD | -6.0% | -8.9% | +2.9% | -1.3% |
| 1Y | -56.4% | +5.1% | -61.5% | -60.1% |
| 3Y | +306.3% | -10.3% | +316.6% | +309.2% |
| All | +120.4% | -27.4% | +147.8% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling