+120.4%
MSTR vs RIO
+93.6%
+26.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | +45.2% | +4.0% | +41.2% | +41.3% |
| 3M | +10.4% | +0.1% | +10.3% | +11.0% |
| 6M | -2.5% | +12.7% | -15.2% | -11.6% |
| YTD | -6.0% | +35.6% | -41.6% | -26.6% |
| 1Y | -56.4% | +73.7% | -130.1% | -72.3% |
| 3Y | +306.3% | +93.3% | +213.0% | +132.4% |
| All | +120.4% | +93.6% | +26.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling