+1,252.0%
MSTR vs DOC
+631.0%
+620.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +12.2% | -1.5% | +13.6% | +12.7% |
| 30D | +45.2% | -4.8% | +49.9% | +47.7% |
| 3M | +10.4% | +6.9% | +3.5% | +7.8% |
| 6M | -2.5% | +20.7% | -23.2% | -9.1% |
| YTD | -6.0% | +34.1% | -40.2% | -15.3% |
| 1Y | -56.4% | +22.6% | -79.1% | -59.5% |
| 3Y | +306.3% | +20.8% | +285.5% | +273.3% |
| 5Y | +100.5% | -24.9% | +125.4% | +117.2% |
| 10Y | +741.1% | -1.8% | +742.9% | +690.6% |
| All | +1,252.0% | +631.0% | +620.9% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling