+572.4%
MSTR vs DECK
+885.7%
-313.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -8.5% |
| 7D | -8.7% | +6.0% | -14.7% | -11.2% |
| 30D | -21.4% | +7.4% | -28.9% | -24.2% |
| 3M | +31.4% | -11.7% | +43.1% | +39.2% |
| 6M | -30.8% | -11.0% | -19.9% | -27.8% |
| YTD | -14.9% | -15.4% | +0.5% | -9.8% |
| 1Y | -49.3% | +7.2% | -56.5% | -52.6% |
| 3Y | +184.8% | -11.8% | +196.7% | +182.9% |
| 5Y | +62.1% | +24.3% | +37.8% | +29.7% |
| All | +572.4% | +885.7% | -313.3% | +245.0% |
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