+690.7%
MSTR vs RIG
-42.7%
+733.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.1% |
| 7D | +9.3% | -2.7% | +12.0% | +9.7% |
| 30D | +36.5% | +9.5% | +27.0% | +33.9% |
| 3M | +7.3% | -6.6% | +14.0% | +8.3% |
| 6M | +2.2% | -2.9% | +5.1% | +1.5% |
| YTD | -10.2% | +39.5% | -49.6% | -16.4% |
| 1Y | -58.6% | +82.3% | -140.9% | -63.5% |
| 3Y | +283.2% | -29.6% | +312.8% | +286.3% |
| 5Y | +113.8% | +63.2% | +50.6% | +84.4% |
| 10Y | +690.7% | -45.0% | +735.7% | +562.2% |
| All | +690.7% | -42.7% | +733.4% | +562.2% |
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