+283.2%
MSTR vs DUK
+51.5%
+231.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -3.9% |
| 7D | +9.3% | +0.7% | +8.6% | +9.7% |
| 30D | +36.5% | -2.0% | +38.5% | +35.1% |
| 3M | +7.3% | +0.2% | +7.1% | +7.9% |
| 6M | +2.2% | -6.9% | +9.1% | -0.9% |
| YTD | -10.2% | +6.1% | -16.3% | -6.1% |
| 1Y | -58.6% | +4.4% | -63.0% | -56.9% |
| 3Y | +283.2% | +49.1% | +234.1% | +350.6% |
| All | +283.2% | +51.5% | +231.6% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 3y: compounded portfolio wealth divided by compounded DUK 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…
3y analysis · Full analysis span regression · 6 months rolling