+983.2%
MSTR vs DUK
+752.0%
+231.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.3% | -6.5% |
| 7D | -11.5% | -1.1% | -10.4% | -11.3% |
| 30D | -24.8% | +8.8% | -33.6% | -26.2% |
| 3M | +20.6% | +5.0% | +15.6% | +19.1% |
| 6M | -38.0% | +4.6% | -42.6% | -38.9% |
| YTD | -24.7% | +12.6% | -37.3% | -27.1% |
| 1Y | -49.1% | +7.4% | -56.5% | -50.2% |
| 3Y | +124.7% | +63.1% | +61.6% | +95.2% |
| 5Y | +40.9% | +54.6% | -13.6% | +23.8% |
| 10Y | +481.5% | +156.5% | +325.0% | +341.1% |
| All | +983.2% | +752.0% | +231.2% | +384.8% |
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