+554.5%
MSTR vs RBA
+236.6%
+318.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.7% |
| 7D | -4.0% | +2.5% | -6.5% | -5.1% |
| 30D | -18.6% | +11.6% | -30.2% | -23.0% |
| 3M | +25.6% | +1.5% | +24.1% | +23.9% |
| 6M | -33.1% | -6.6% | -26.4% | -32.5% |
| YTD | -17.3% | -6.3% | -11.1% | -17.2% |
| 1Y | -48.1% | -4.0% | -44.1% | -48.7% |
| 3Y | +154.2% | +47.3% | +106.9% | +106.4% |
| 5Y | +46.2% | +47.7% | -1.5% | +16.0% |
| 10Y | +554.5% | +224.7% | +329.8% | +281.1% |
| All | +554.5% | +236.6% | +318.0% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling