+145.0%
MSTR vs DOCS
-15.8%
+160.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.3% | +2.9% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | -13.3% | +21.3% | -34.6% | -18.8% |
| 3M | +46.0% | +58.4% | -12.4% | +22.5% |
| 6M | -22.4% | +39.3% | -61.7% | -33.7% |
| YTD | -6.2% | -21.7% | +15.5% | -2.9% |
| 1Y | -42.3% | -47.3% | +5.0% | -31.1% |
| 3Y | +214.0% | +58.2% | +155.8% | +117.0% |
| 5Y | +78.2% | -52.3% | +130.5% | +71.3% |
| All | +145.0% | -15.8% | +160.8% | +131.2% |
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