-37.6%
MSTR vs RIO
-18.8%
-18.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.6% |
| 7D | -14.2% | +0.5% | -14.6% | -14.5% |
| 30D | -19.9% | -9.9% | -10.0% | -12.3% |
| 3M | +27.3% | -14.0% | +41.3% | +45.4% |
| 6M | -37.6% | -19.5% | -18.0% | -30.3% |
| All | -37.6% | -18.8% | -18.8% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling