+570.4%
MSTR vs DIS
+35.1%
+535.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.2% | +5.2% | -6.4% | -5.0% |
| 30D | -15.9% | +11.5% | -27.4% | -22.8% |
| 3M | +33.1% | +11.5% | +21.6% | +21.1% |
| 6M | -31.0% | +8.9% | -39.9% | -36.3% |
| YTD | -15.1% | +3.4% | -18.6% | -18.6% |
| 1Y | -45.6% | +7.2% | -52.8% | -49.6% |
| 3Y | +180.5% | +43.3% | +137.2% | +104.9% |
| 5Y | +61.7% | -31.4% | +93.1% | +97.1% |
| All | +570.4% | +35.1% | +535.3% | +456.4% |
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