+142.3%
MSTR vs DRI
+68.4%
+74.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | -0.7% | -13.4% | -14.0% |
| 30D | -19.9% | +14.7% | -34.6% | -22.9% |
| 3M | +27.3% | +5.4% | +21.9% | +25.1% |
| 6M | -37.6% | +18.8% | -56.4% | -41.3% |
| YTD | -19.5% | +28.4% | -47.8% | -27.2% |
| 1Y | -47.1% | +37.7% | -84.8% | -53.8% |
| All | +142.3% | +68.4% | +74.0% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling