+1,252.0%
MSTR vs DUK
+696.5%
+555.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | +45.2% | -1.7% | +46.8% | +45.6% |
| 3M | +10.4% | -0.4% | +10.8% | +10.1% |
| 6M | -2.5% | -7.2% | +4.8% | -1.3% |
| YTD | -6.0% | +5.3% | -11.3% | -7.6% |
| 1Y | -56.4% | +3.0% | -59.4% | -57.0% |
| 3Y | +306.3% | +53.1% | +253.2% | +258.1% |
| 5Y | +100.5% | +37.9% | +62.6% | +81.0% |
| 10Y | +741.1% | +124.8% | +616.3% | +558.1% |
| All | +1,252.0% | +696.5% | +555.4% | +514.8% |
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