+145.4%
MSTR vs DOCS
-36.0%
+181.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.5% |
| 7D | +12.2% | -1.4% | +13.6% | +12.9% |
| 30D | +45.2% | +21.8% | +23.3% | +33.4% |
| 3M | +10.4% | +27.3% | -16.9% | -0.5% |
| 6M | -2.5% | -0.3% | -2.1% | -6.4% |
| YTD | -6.0% | -40.5% | +34.5% | +6.9% |
| 1Y | -56.4% | -61.5% | +5.1% | -41.8% |
| 3Y | +306.3% | +8.2% | +298.1% | +222.7% |
| 5Y | +100.5% | -73.4% | +173.9% | +116.9% |
| All | +145.4% | -36.0% | +181.4% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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