+120.4%
MSTR vs RIG
+60.3%
+60.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | +12.2% | +0.9% | +11.3% | +11.4% |
| 30D | +45.2% | +13.8% | +31.4% | +37.9% |
| 3M | +10.4% | -6.4% | +16.8% | +12.1% |
| 6M | -2.5% | -8.2% | +5.7% | -2.2% |
| YTD | -6.0% | +41.6% | -47.7% | -19.5% |
| 1Y | -56.4% | +88.7% | -145.1% | -66.7% |
| 3Y | +306.3% | -30.9% | +337.1% | +322.1% |
| All | +120.4% | +60.3% | +60.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling