+736.9%
MSTR vs DOC
-2.1%
+739.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +12.2% | -1.5% | +13.6% | +12.8% |
| 30D | +45.2% | -4.8% | +49.9% | +48.1% |
| 3M | +10.4% | +6.9% | +3.5% | +7.3% |
| 6M | -2.5% | +20.7% | -23.2% | -10.3% |
| YTD | -6.0% | +34.1% | -40.2% | -16.9% |
| 1Y | -56.4% | +22.6% | -79.1% | -60.1% |
| 3Y | +306.3% | +20.8% | +285.5% | +267.3% |
| 5Y | +100.5% | -24.9% | +125.4% | +111.7% |
| All | +736.9% | -2.1% | +739.0% | +740.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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