+62.1%
MSTR vs DOCN
-34.6%
+96.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.9% | +6.6% | -2.1% |
| 7D | -8.7% | -29.3% | +20.6% | +6.3% |
| 30D | -21.4% | -46.0% | +24.6% | +2.5% |
| 3M | +31.4% | -43.2% | +74.6% | +63.7% |
| 6M | -30.8% | -53.7% | +22.9% | -8.4% |
| YTD | -14.9% | +46.9% | -61.8% | -44.3% |
| 1Y | -49.3% | +54.3% | -103.6% | -67.8% |
| 3Y | +184.8% | +185.5% | -0.7% | +9.0% |
| 5Y | +62.1% | -31.1% | +93.2% | +3.6% |
| All | +62.1% | -34.6% | +96.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling