+971.9%
MSTR vs DKNG
+152.4%
+819.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | 0.0% |
| 7D | -8.3% | +3.0% | -11.3% | -9.5% |
| 30D | +38.1% | -3.0% | +41.1% | +39.4% |
| 3M | +9.0% | -17.6% | +26.6% | +16.7% |
| 6M | -5.3% | -3.2% | -2.1% | -8.1% |
| YTD | -13.8% | -28.2% | +14.4% | -5.5% |
| 1Y | -59.8% | -46.1% | -13.8% | -50.7% |
| 3Y | +282.2% | -22.2% | +304.4% | +292.4% |
| 5Y | +112.8% | -60.4% | +173.2% | +109.1% |
| All | +971.9% | +152.4% | +819.4% | +681.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling