+120.4%
MSTR vs DRI
+72.9%
+47.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +12.2% | +0.6% | +11.6% | +11.4% |
| 30D | +45.2% | +3.8% | +41.3% | +39.1% |
| 3M | +10.4% | +13.0% | -2.6% | -3.7% |
| 6M | -2.5% | +8.3% | -10.8% | -12.0% |
| YTD | -6.0% | +20.6% | -26.6% | -25.3% |
| 1Y | -56.4% | +6.5% | -62.9% | -61.4% |
| 3Y | +306.3% | +53.7% | +252.6% | +112.9% |
| All | +120.4% | +72.9% | +47.5% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling