+180.5%
MSTR vs RIO
+49.3%
+131.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -1.2% | +2.2% | -3.5% | -2.8% |
| 30D | -15.9% | -10.1% | -5.8% | -8.4% |
| 3M | +33.1% | -14.1% | +47.3% | +50.9% |
| 6M | -31.0% | -18.9% | -12.1% | -18.7% |
| YTD | -15.1% | +9.9% | -25.1% | -20.8% |
| 1Y | -45.6% | +27.0% | -72.6% | -54.7% |
| 3Y | +180.5% | +50.1% | +130.4% | +110.3% |
| All | +180.5% | +49.3% | +131.2% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling