+129.7%
MSTR vs DOCN
+171.0%
-41.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.7% |
| 7D | +12.2% | +1.1% | +11.0% | +11.8% |
| 30D | +45.2% | -9.6% | +54.8% | +50.6% |
| 3M | +10.4% | -37.7% | +48.1% | +32.6% |
| 6M | -2.5% | +115.2% | -117.7% | -41.6% |
| YTD | -6.0% | +133.7% | -139.7% | -47.2% |
| 1Y | -56.4% | +250.2% | -306.6% | -80.6% |
| 3Y | +306.3% | +320.3% | -14.0% | +43.1% |
| 5Y | +100.5% | +53.1% | +47.4% | +0.7% |
| All | +129.7% | +171.0% | -41.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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