+731.6%
MSTR vs DLR
+160.5%
+571.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +1.6% | +10.6% | +11.5% |
| 30D | +45.2% | -3.4% | +48.5% | +47.8% |
| 3M | +10.4% | +0.5% | +9.9% | +9.0% |
| 6M | -2.5% | +4.6% | -7.0% | -5.3% |
| YTD | -6.0% | +23.4% | -29.4% | -16.0% |
| 1Y | -56.4% | +19.0% | -75.4% | -60.4% |
| 3Y | +306.3% | +56.5% | +249.8% | +229.8% |
| 5Y | +100.5% | +33.3% | +67.2% | +65.6% |
| All | +731.6% | +160.5% | +571.1% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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