+736.9%
MSTR vs RCL
+326.6%
+410.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +12.2% | -5.1% | +17.3% | +14.3% |
| 30D | +45.2% | -19.0% | +64.2% | +56.9% |
| 3M | +10.4% | -9.6% | +20.0% | +13.5% |
| 6M | -2.5% | -6.7% | +4.2% | -1.5% |
| YTD | -6.0% | -3.9% | -2.1% | -8.6% |
| 1Y | -56.4% | -25.1% | -31.3% | -53.6% |
| 3Y | +306.3% | +179.1% | +127.2% | +164.1% |
| 5Y | +100.5% | +243.3% | -142.8% | +17.1% |
| All | +736.9% | +326.6% | +410.3% | +270.1% |
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