+570.4%
MSTR vs RBA
+224.6%
+345.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -1.2% | +4.3% | -5.5% | -3.1% |
| 30D | -15.9% | +16.3% | -32.3% | -22.0% |
| 3M | +33.1% | +1.3% | +31.8% | +31.5% |
| 6M | -31.0% | -11.1% | -19.9% | -28.7% |
| YTD | -15.1% | -8.5% | -6.7% | -14.0% |
| 1Y | -45.6% | -2.1% | -43.5% | -46.8% |
| 3Y | +180.5% | +44.6% | +135.9% | +129.9% |
| 5Y | +61.7% | +36.8% | +24.8% | +32.0% |
| All | +570.4% | +224.6% | +345.8% | +291.0% |
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