+304.5%
MSTR vs RCL
+178.0%
+126.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +12.2% | -5.1% | +17.3% | +15.0% |
| 30D | +45.2% | -19.0% | +64.2% | +60.7% |
| 3M | +10.4% | -9.6% | +20.0% | +14.2% |
| 6M | -2.5% | -6.7% | +4.2% | -1.7% |
| YTD | -6.0% | -3.9% | -2.1% | -11.3% |
| 1Y | -56.4% | -25.1% | -31.3% | -51.4% |
| All | +304.5% | +178.0% | +126.4% | +81.2% |
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