+129.3%
MSTR vs DOCN
+102.5%
+26.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.2% | +12.3% | +8.3% |
| 7D | -1.8% | -20.0% | +18.2% | +8.1% |
| 30D | -13.3% | -38.8% | +25.5% | +6.4% |
| 3M | +46.0% | -34.8% | +80.8% | +70.5% |
| 6M | -22.4% | -22.8% | +0.3% | -22.7% |
| YTD | -6.2% | +74.6% | -80.8% | -41.6% |
| 1Y | -42.3% | +116.4% | -158.7% | -68.3% |
| 3Y | +214.0% | +239.3% | -25.3% | +19.2% |
| 5Y | +78.2% | -20.2% | +98.4% | +13.2% |
| All | +129.3% | +102.5% | +26.9% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling