+1,120.6%
MSTR vs RIG
-87.2%
+1,207.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | -1.2% | -24.5% | +23.3% | +3.8% |
| 30D | -15.9% | -2.8% | -13.2% | -15.9% |
| 3M | +33.1% | +1.6% | +31.6% | +31.3% |
| 6M | -31.0% | -15.9% | -15.1% | -29.7% |
| YTD | -15.1% | +26.9% | -42.0% | -20.4% |
| 1Y | -45.6% | +34.4% | -80.0% | -49.6% |
| 3Y | +180.5% | -21.2% | +201.7% | +177.5% |
| 5Y | +61.7% | +46.4% | +15.3% | +39.6% |
| 10Y | +578.0% | -45.8% | +623.8% | +435.3% |
| All | +1,120.6% | -87.2% | +1,207.9% | +918.6% |
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