+46.0%
MSTR vs RAM
-38.6%
+84.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -10.3% | +15.4% | +7.5% |
| 7D | -1.8% | -31.3% | +29.5% | +7.1% |
| 30D | -13.3% | -49.4% | +36.1% | -0.4% |
| 3M | +46.0% | -41.4% | +87.4% | +60.4% |
| All | +46.0% | -38.6% | +84.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3mo: compounded portfolio wealth divided by compounded RAM 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…
3mo analysis · Full analysis span regression · Available span rolling