+121.1%
MSTR vs RIG
-16.1%
+137.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.6% | -3.7% |
| 7D | -13.4% | +5.7% | -19.2% | -14.9% |
| 30D | -22.1% | -0.7% | -21.4% | -22.8% |
| 3M | +15.0% | -3.1% | +18.1% | +13.8% |
| 6M | -37.3% | -16.3% | -21.0% | -35.4% |
| YTD | -26.5% | +34.1% | -60.7% | -36.8% |
| 1Y | -46.5% | +38.2% | -84.6% | -54.4% |
| 3Y | +121.1% | -15.3% | +136.4% | +118.4% |
| All | +121.1% | -16.1% | +137.1% | +118.4% |
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