+526.8%
MSTR vs DKS
+237.0%
+289.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.1% |
| 7D | -10.7% | +9.4% | -20.2% | -13.4% |
| 30D | -21.6% | +9.8% | -31.3% | -24.4% |
| 3M | +24.4% | -29.3% | +53.7% | +35.1% |
| 6M | -35.5% | -32.6% | -2.9% | -29.3% |
| YTD | -20.3% | -22.6% | +2.3% | -17.1% |
| 1Y | -49.3% | -29.8% | -19.5% | -45.5% |
| 3Y | +137.8% | +43.2% | +94.6% | +93.2% |
| 5Y | +48.3% | +29.8% | +18.5% | +19.7% |
| 10Y | +526.8% | +236.7% | +290.1% | +266.1% |
| All | +526.8% | +237.0% | +289.8% | +266.1% |
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