+956.8%
MSTR vs DUK
+763.0%
+193.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | -13.4% | +1.9% | -15.4% | -13.8% |
| 30D | -22.1% | +8.9% | -31.0% | -23.6% |
| 3M | +15.0% | +5.6% | +9.4% | +13.4% |
| 6M | -37.3% | +7.0% | -44.3% | -38.5% |
| YTD | -26.5% | +14.0% | -40.6% | -29.1% |
| 1Y | -46.5% | +9.1% | -55.6% | -47.9% |
| 3Y | +121.1% | +67.6% | +53.5% | +90.9% |
| 5Y | +37.5% | +56.6% | -19.1% | +20.5% |
| 10Y | +467.3% | +159.8% | +307.5% | +329.2% |
| All | +956.8% | +763.0% | +193.7% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling