+180.5%
MSTR vs RIG
-24.1%
+204.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.1% |
| 7D | -1.2% | -24.5% | +23.3% | +6.8% |
| 30D | -15.9% | -2.8% | -13.2% | -16.2% |
| 3M | +33.1% | +1.6% | +31.6% | +29.2% |
| 6M | -31.0% | -15.9% | -15.1% | -29.2% |
| YTD | -15.1% | +26.9% | -42.0% | -25.6% |
| 1Y | -45.6% | +34.4% | -80.0% | -53.3% |
| 3Y | +180.5% | -21.2% | +201.7% | +178.1% |
| All | +180.5% | -24.1% | +204.6% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling