+521.9%
MSTR vs DIS
+33.6%
+488.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -14.2% | +0.6% | -14.8% | -14.5% |
| 30D | -19.9% | +10.3% | -30.2% | -25.8% |
| 3M | +27.3% | +15.6% | +11.8% | +12.5% |
| 6M | -37.6% | +15.1% | -52.7% | -44.8% |
| YTD | -19.5% | +6.0% | -25.5% | -24.3% |
| 1Y | -47.1% | +5.7% | -52.8% | -50.3% |
| 3Y | +140.3% | +39.8% | +100.5% | +79.2% |
| 5Y | +49.5% | -23.9% | +73.4% | +72.9% |
| 10Y | +521.9% | +32.9% | +488.9% | +428.5% |
| All | +521.9% | +33.6% | +488.2% | +428.5% |
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