+690.7%
MSTR vs RIO
+600.2%
+90.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.7% |
| 7D | +9.3% | +1.9% | +7.4% | +8.1% |
| 30D | +36.5% | +5.0% | +31.6% | +33.3% |
| 3M | +7.3% | +5.1% | +2.2% | +4.9% |
| 6M | +2.2% | +17.6% | -15.4% | -6.3% |
| YTD | -10.2% | +36.3% | -46.5% | -23.8% |
| 1Y | -58.6% | +71.2% | -129.8% | -69.1% |
| 3Y | +283.2% | +102.7% | +180.5% | +162.9% |
| 5Y | +113.8% | +99.6% | +14.2% | +48.6% |
| 10Y | +690.7% | +603.1% | +87.6% | +317.5% |
| All | +690.7% | +600.2% | +90.5% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling