+554.5%
MSTR vs DIS
+40.1%
+514.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -4.2% |
| 7D | -4.0% | +5.3% | -9.3% | -7.7% |
| 30D | -18.6% | +10.2% | -28.9% | -24.6% |
| 3M | +25.6% | +13.5% | +12.0% | +12.5% |
| 6M | -33.1% | +11.1% | -44.2% | -39.2% |
| YTD | -17.3% | +5.5% | -22.9% | -22.0% |
| 1Y | -48.1% | +9.1% | -57.2% | -52.6% |
| 3Y | +154.2% | +36.0% | +118.2% | +93.6% |
| 5Y | +46.2% | -29.8% | +76.0% | +75.0% |
| 10Y | +554.5% | +36.6% | +517.9% | +439.4% |
| All | +554.5% | +40.1% | +514.4% | +439.4% |
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