+1,017.3%
MSTR vs DKNG
+143.6%
+873.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +9.3% | +1.8% | +7.5% | +8.4% |
| 30D | +36.5% | -0.7% | +37.2% | +36.2% |
| 3M | +7.3% | -3.7% | +11.0% | +6.5% |
| 6M | +2.2% | -5.1% | +7.3% | +0.1% |
| YTD | -10.2% | -30.7% | +20.6% | +0.1% |
| 1Y | -58.6% | -48.5% | -10.2% | -48.2% |
| 3Y | +283.2% | -25.1% | +308.2% | +299.8% |
| 5Y | +113.8% | -62.3% | +176.1% | +114.0% |
| All | +1,017.3% | +143.6% | +873.7% | +727.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DKNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling