+495.5%
MSTR vs RBA
+204.3%
+291.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.8% |
| 7D | -11.5% | -0.5% | -11.0% | -11.3% |
| 30D | -24.8% | +6.8% | -31.7% | -27.3% |
| 3M | +20.6% | +9.5% | +11.2% | +14.9% |
| 6M | -38.0% | -8.2% | -29.8% | -37.0% |
| YTD | -24.7% | -7.7% | -17.0% | -24.0% |
| 1Y | -49.1% | -6.9% | -42.2% | -48.9% |
| 3Y | +124.7% | +61.6% | +63.0% | +75.8% |
| 5Y | +40.9% | +44.7% | -3.8% | +12.8% |
| All | +495.5% | +204.3% | +291.3% | +251.2% |
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