+180.5%
MSTR vs RCL
+266.4%
-85.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -1.2% | +6.5% | -7.7% | -4.1% |
| 30D | -15.9% | +15.9% | -31.8% | -21.5% |
| 3M | +33.1% | +2.7% | +30.5% | +31.0% |
| 6M | -31.0% | +15.2% | -46.2% | -36.9% |
| YTD | -15.1% | +19.2% | -34.4% | -27.9% |
| 1Y | -45.6% | +31.6% | -77.2% | -57.6% |
| 3Y | +180.5% | +274.2% | -93.7% | +53.6% |
| All | +180.5% | +266.4% | -85.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling