+570.4%
MSTR vs DRI
+367.2%
+203.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.2% | +2.8% | -4.0% | -2.3% |
| 30D | -15.9% | +13.3% | -29.2% | -20.4% |
| 3M | +33.1% | +8.2% | +24.9% | +28.1% |
| 6M | -31.0% | +17.5% | -48.5% | -36.5% |
| YTD | -15.1% | +26.9% | -42.1% | -25.2% |
| 1Y | -45.6% | +31.6% | -77.2% | -53.1% |
| 3Y | +180.5% | +67.0% | +113.6% | +113.3% |
| 5Y | +61.7% | +72.9% | -11.2% | +24.3% |
| All | +570.4% | +367.2% | +203.3% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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