-42.3%
MSTR vs RBRK
+62.9%
-105.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.3% |
| 7D | -1.8% | -12.5% | +10.7% | +3.2% |
| 30D | -13.3% | -3.0% | -10.3% | -12.3% |
| 3M | +46.0% | +46.9% | -0.9% | +27.8% |
| 6M | -22.4% | +105.4% | -127.9% | -39.3% |
| YTD | -6.2% | +55.6% | -61.8% | -28.7% |
| 1Y | -42.3% | +63.9% | -106.2% | -55.0% |
| All | -42.3% | +62.9% | -105.2% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling