+526.8%
MSTR vs DIS
+36.4%
+490.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -10.7% | +4.4% | -15.1% | -13.7% |
| 30D | -21.6% | +10.3% | -31.9% | -27.4% |
| 3M | +24.4% | +15.5% | +8.9% | +9.9% |
| 6M | -35.5% | +11.2% | -46.7% | -41.5% |
| YTD | -20.3% | +5.6% | -25.9% | -24.9% |
| 1Y | -49.3% | +7.7% | -57.1% | -53.2% |
| 3Y | +137.8% | +39.3% | +98.5% | +77.9% |
| 5Y | +48.3% | -29.5% | +77.8% | +77.1% |
| 10Y | +526.8% | +36.3% | +490.5% | +419.0% |
| All | +526.8% | +36.4% | +490.4% | +419.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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