-58.6%
MSTR vs DLR
+20.4%
-79.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.8% |
| 7D | +9.3% | +3.4% | +5.9% | +7.2% |
| 30D | +36.5% | -2.2% | +38.7% | +38.0% |
| 3M | +7.3% | +4.7% | +2.6% | +2.1% |
| 6M | +2.2% | +9.0% | -6.8% | -5.5% |
| YTD | -10.2% | +24.1% | -34.3% | -22.6% |
| 1Y | -58.6% | +20.9% | -79.6% | -61.6% |
| All | -58.6% | +20.4% | -79.0% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling