+554.5%
MSTR vs RCL
+396.5%
+158.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.7% |
| 7D | -4.0% | +5.0% | -8.9% | -5.7% |
| 30D | -18.6% | +19.4% | -38.0% | -23.9% |
| 3M | +25.6% | +5.9% | +19.6% | +22.1% |
| 6M | -33.1% | +23.8% | -56.8% | -39.3% |
| YTD | -17.3% | +22.8% | -40.2% | -27.0% |
| 1Y | -48.1% | +34.3% | -82.4% | -56.1% |
| 3Y | +154.2% | +276.4% | -122.2% | +47.6% |
| 5Y | +46.2% | +281.6% | -235.4% | -20.0% |
| 10Y | +554.5% | +379.0% | +175.5% | +214.9% |
| All | +554.5% | +396.5% | +158.0% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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