+62.1%
MSTR vs DOCS
-54.0%
+116.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -7.6% |
| 7D | -8.7% | -1.3% | -7.4% | -8.0% |
| 30D | -21.4% | +19.4% | -40.8% | -26.5% |
| 3M | +31.4% | +53.4% | -22.0% | +9.0% |
| 6M | -30.8% | +28.8% | -59.6% | -40.3% |
| YTD | -14.9% | -25.1% | +10.2% | -9.6% |
| 1Y | -49.3% | -48.1% | -1.1% | -37.1% |
| 3Y | +184.8% | +51.4% | +133.5% | +77.3% |
| 5Y | +62.1% | -51.1% | +113.2% | +66.4% |
| All | +62.1% | -54.0% | +116.1% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling