+521.9%
MSTR vs RIG
-48.7%
+570.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.6% |
| 7D | -14.2% | -2.6% | -11.6% | -13.7% |
| 30D | -19.9% | -5.2% | -14.7% | -19.5% |
| 3M | +27.3% | -8.6% | +35.9% | +28.2% |
| 6M | -37.6% | -18.9% | -18.6% | -36.0% |
| YTD | -19.5% | +28.6% | -48.1% | -24.6% |
| 1Y | -47.1% | +25.5% | -72.6% | -50.3% |
| 3Y | +140.3% | -20.2% | +160.4% | +136.3% |
| 5Y | +49.5% | +53.9% | -4.4% | +29.4% |
| 10Y | +521.9% | -48.8% | +570.6% | +428.3% |
| All | +521.9% | -48.7% | +570.6% | +428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling