+571.9%
MSTR vs DLR
+165.9%
+406.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.2% | -3.6% | +2.4% | +1.0% |
| 30D | -15.9% | -3.5% | -12.5% | -14.1% |
| 3M | +33.1% | -8.9% | +42.0% | +40.1% |
| 6M | -31.0% | -11.6% | -19.4% | -26.8% |
| YTD | -15.1% | +14.9% | -30.1% | -21.2% |
| 1Y | -45.6% | +6.4% | -52.1% | -47.4% |
| 3Y | +180.5% | +47.3% | +133.2% | +135.5% |
| 5Y | +61.7% | +32.8% | +28.9% | +36.9% |
| All | +571.9% | +165.9% | +406.0% | +404.1% |
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