-58.6%
MSTR vs RIO
+70.7%
-129.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.8% |
| 7D | +9.3% | +1.9% | +7.4% | +7.6% |
| 30D | +36.5% | +5.0% | +31.6% | +31.8% |
| 3M | +7.3% | +5.1% | +2.2% | +3.5% |
| 6M | +2.2% | +17.6% | -15.4% | -10.0% |
| YTD | -10.2% | +36.3% | -46.5% | -26.8% |
| 1Y | -58.6% | +71.2% | -129.8% | -67.3% |
| All | -58.6% | +70.7% | -129.3% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling