+48.3%
MSTR vs RCL
+290.3%
-242.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.1% |
| 7D | -10.7% | +8.5% | -19.3% | -15.2% |
| 30D | -21.6% | +20.4% | -42.0% | -30.4% |
| 3M | +24.4% | +11.0% | +13.4% | +15.0% |
| 6M | -35.5% | +24.9% | -60.3% | -46.0% |
| YTD | -20.3% | +23.9% | -44.2% | -37.4% |
| 1Y | -49.3% | +30.8% | -80.1% | -62.4% |
| 3Y | +137.8% | +270.4% | -132.6% | -23.8% |
| 5Y | +48.3% | +296.1% | -247.8% | -60.0% |
| All | +48.3% | +290.3% | -242.0% | -60.0% |
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