+121.1%
MSTR vs DLR
+54.1%
+67.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -0.9% |
| 7D | -13.4% | +3.3% | -16.7% | -15.9% |
| 30D | -22.1% | +4.6% | -26.7% | -24.8% |
| 3M | +15.0% | -8.3% | +23.2% | +23.0% |
| 6M | -37.3% | -5.6% | -31.7% | -35.4% |
| YTD | -26.5% | +18.7% | -45.3% | -37.8% |
| 1Y | -46.5% | +17.1% | -63.6% | -54.1% |
| 3Y | +121.1% | +54.4% | +66.7% | +87.8% |
| All | +121.1% | +54.1% | +67.0% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling