+736.9%
MSTR vs DECK
+718.3%
+18.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -2.2% |
| 7D | +12.2% | -2.2% | +14.4% | +13.5% |
| 30D | +45.2% | -13.6% | +58.8% | +55.3% |
| 3M | +10.4% | -21.2% | +31.6% | +22.9% |
| 6M | -2.5% | -21.1% | +18.6% | +7.8% |
| YTD | -6.0% | -17.2% | +11.2% | +0.7% |
| 1Y | -56.4% | -30.7% | -25.7% | -49.7% |
| 3Y | +306.3% | -3.4% | +309.6% | +281.7% |
| 5Y | +100.5% | +25.5% | +74.9% | +60.2% |
| All | +736.9% | +718.3% | +18.6% | +316.5% |
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