+40.4%
MSTR vs RCL
+292.5%
-252.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.7% |
| 7D | -13.4% | -1.2% | -12.2% | -12.8% |
| 30D | -22.1% | +17.8% | -39.9% | -29.9% |
| 3M | +15.0% | +4.9% | +10.0% | +10.1% |
| 6M | -37.3% | +23.7% | -61.0% | -47.2% |
| YTD | -26.5% | +17.8% | -44.4% | -40.4% |
| 1Y | -46.5% | +28.9% | -75.4% | -60.2% |
| 3Y | +121.1% | +241.9% | -120.8% | -25.2% |
| All | +40.4% | +292.5% | -252.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling