+137.8%
MSTR vs RCL
+278.1%
-140.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | -10.7% | +8.5% | -19.3% | -14.1% |
| 30D | -21.6% | +20.4% | -42.0% | -28.2% |
| 3M | +24.4% | +11.0% | +13.4% | +17.8% |
| 6M | -35.5% | +24.9% | -60.3% | -43.4% |
| YTD | -20.3% | +23.9% | -44.2% | -33.6% |
| 1Y | -49.3% | +30.8% | -80.1% | -60.0% |
| 3Y | +137.8% | +270.4% | -132.6% | +19.7% |
| All | +137.8% | +278.1% | -140.4% | +19.7% |
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