+126.6%
MSTR vs DLR
+57.1%
+69.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -7.5% |
| 7D | -11.5% | +5.0% | -16.6% | -15.2% |
| 30D | -24.8% | +3.0% | -27.8% | -26.5% |
| 3M | +20.6% | -6.3% | +26.9% | +26.8% |
| 6M | -38.0% | -4.8% | -33.2% | -36.4% |
| YTD | -24.7% | +21.0% | -45.7% | -37.2% |
| 1Y | -49.1% | +15.1% | -64.2% | -55.6% |
| All | +126.6% | +57.1% | +69.6% | +89.5% |
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 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