+677.4%
MSTR vs DKS
+197.0%
+480.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +7.7% | -2.9% | +10.6% | +8.9% |
| 30D | +36.3% | -37.7% | +74.1% | +55.8% |
| 3M | +13.4% | -38.9% | +52.3% | +29.9% |
| 6M | -4.5% | -31.1% | +26.6% | +4.3% |
| YTD | -12.7% | -31.8% | +19.1% | -4.4% |
| 1Y | -59.6% | -38.0% | -21.6% | -54.3% |
| 3Y | +272.5% | +28.6% | +243.8% | +216.0% |
| 5Y | +107.1% | +12.5% | +94.6% | +76.3% |
| 10Y | +677.4% | +198.3% | +479.1% | +386.4% |
| All | +677.4% | +197.0% | +480.4% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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