-47.4%
MSTR vs DLR
+9.4%
-56.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -5.1% |
| 7D | -4.0% | +2.4% | -6.3% | -5.2% |
| 30D | -18.6% | +0.7% | -19.4% | -18.8% |
| 3M | +25.6% | -6.4% | +32.0% | +31.0% |
| 6M | -33.1% | -6.5% | -26.5% | -28.4% |
| YTD | -17.3% | +18.8% | -36.1% | -32.1% |
| All | -47.4% | +9.4% | -56.8% | -51.5% |
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