+181.3%
MSTR vs DOCN
+182.8%
-1.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.9% | +6.6% | -4.2% |
| 7D | -8.7% | -29.3% | +20.6% | +1.8% |
| 30D | -21.4% | -46.0% | +24.6% | -5.1% |
| 3M | +31.4% | -43.2% | +74.6% | +54.2% |
| 6M | -30.8% | -53.7% | +22.9% | -15.0% |
| YTD | -14.9% | +46.9% | -61.8% | -36.9% |
| 1Y | -49.3% | +54.3% | -103.6% | -63.3% |
| All | +181.3% | +182.8% | -1.5% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling