+649.6%
MSTR vs DECK
+937.4%
-287.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.0% | -0.9% | +2.2% |
| 7D | -1.8% | +10.4% | -12.2% | -6.5% |
| 30D | -13.3% | +11.1% | -24.4% | -17.8% |
| 3M | +46.0% | -10.8% | +56.7% | +53.7% |
| 6M | -22.4% | -8.7% | -13.7% | -20.1% |
| YTD | -6.2% | -14.0% | +7.9% | -1.4% |
| 1Y | -42.3% | +12.0% | -54.3% | -47.2% |
| 3Y | +214.0% | -10.5% | +224.5% | +209.3% |
| 5Y | +78.2% | +28.5% | +49.7% | +40.7% |
| 10Y | +649.6% | +923.3% | -273.7% | +278.7% |
| All | +649.6% | +937.4% | -287.8% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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