+1,046.2%
MSTR vs DHR
+6,503.0%
-5,456.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | +2.6% | -13.3% | -11.9% |
| 30D | -21.6% | +7.4% | -29.0% | -24.3% |
| 3M | +24.4% | +13.0% | +11.4% | +17.0% |
| 6M | -35.5% | +38.5% | -73.9% | -46.8% |
| YTD | -20.3% | +3.8% | -24.1% | -23.6% |
| 1Y | -49.3% | +12.6% | -62.0% | -53.7% |
| 3Y | +137.8% | +22.0% | +115.8% | +105.8% |
| 5Y | +48.3% | -9.5% | +57.9% | +54.7% |
| 10Y | +526.8% | +249.4% | +277.4% | +229.7% |
| All | +1,046.2% | +6,503.0% | -5,456.8% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling