+1,252.0%
MSTR vs RIG
-85.7%
+1,337.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | +12.2% | +0.9% | +11.3% | +11.8% |
| 30D | +45.2% | +13.8% | +31.4% | +41.3% |
| 3M | +10.4% | -6.4% | +16.8% | +11.4% |
| 6M | -2.5% | -8.2% | +5.7% | -2.1% |
| YTD | -6.0% | +41.6% | -47.7% | -12.9% |
| 1Y | -56.4% | +88.7% | -145.1% | -61.9% |
| 3Y | +306.3% | -30.9% | +337.1% | +313.2% |
| 5Y | +100.5% | +57.7% | +42.8% | +71.3% |
| 10Y | +741.1% | -39.3% | +780.3% | +550.8% |
| All | +1,252.0% | -85.7% | +1,337.7% | +1,014.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling