+210.1%
MSTR vs DOC
+43.5%
+166.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.0% |
| 7D | -1.8% | +8.7% | -10.5% | -4.7% |
| 30D | -13.3% | +7.6% | -21.0% | -15.7% |
| 3M | +46.0% | -5.3% | +51.2% | +48.8% |
| 6M | -22.4% | +27.6% | -50.1% | -30.1% |
| YTD | -6.2% | +32.4% | -38.6% | -16.0% |
| 1Y | -42.3% | +22.9% | -65.1% | -47.0% |
| All | +210.1% | +43.5% | +166.6% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling