+1,120.6%
MSTR vs RCL
+1,206.6%
-85.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -1.2% | +6.5% | -7.7% | -3.3% |
| 30D | -15.9% | +15.9% | -31.8% | -20.0% |
| 3M | +33.1% | +2.7% | +30.5% | +31.2% |
| 6M | -31.0% | +15.2% | -46.2% | -35.1% |
| YTD | -15.1% | +19.2% | -34.4% | -23.1% |
| 1Y | -45.6% | +31.6% | -77.2% | -52.7% |
| 3Y | +180.5% | +274.2% | -93.7% | +73.9% |
| 5Y | +61.7% | +250.1% | -188.4% | +2.4% |
| 10Y | +578.0% | +388.4% | +189.6% | +216.3% |
| All | +1,120.6% | +1,206.6% | -85.9% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling