-49.3%
MSTR vs DKS
-30.4%
-19.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.7% |
| 7D | -10.7% | +9.4% | -20.2% | -11.3% |
| 30D | -21.6% | +9.8% | -31.3% | -22.3% |
| 3M | +24.4% | -29.3% | +53.7% | +31.9% |
| 6M | -35.5% | -32.6% | -2.9% | -30.9% |
| YTD | -20.3% | -22.6% | +2.3% | -19.9% |
| 1Y | -49.3% | -29.8% | -19.5% | -47.5% |
| All | -49.3% | -30.4% | -19.0% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling