+154.2%
MSTR vs DKS
+39.9%
+114.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -4.1% |
| 7D | -4.0% | +3.8% | -7.8% | -5.1% |
| 30D | -18.6% | +8.1% | -26.7% | -20.9% |
| 3M | +25.6% | -28.6% | +54.2% | +37.0% |
| 6M | -33.1% | -33.6% | +0.6% | -25.4% |
| YTD | -17.3% | -23.8% | +6.4% | -13.6% |
| 1Y | -48.1% | -30.7% | -17.3% | -43.6% |
| 3Y | +154.2% | +41.5% | +112.7% | +104.1% |
| All | +154.2% | +39.9% | +114.3% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling