+1,058.3%
MSTR vs RIO
+3,051.4%
-1,993.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -14.2% | +0.5% | -14.6% | -14.3% |
| 30D | -19.9% | -9.9% | -10.0% | -16.8% |
| 3M | +27.3% | -14.0% | +41.3% | +34.8% |
| 6M | -37.6% | -19.5% | -18.0% | -32.3% |
| YTD | -19.5% | +11.5% | -31.0% | -22.0% |
| 1Y | -47.1% | +26.9% | -74.1% | -51.1% |
| 3Y | +140.3% | +55.1% | +85.1% | +107.9% |
| 5Y | +49.5% | +90.7% | -41.2% | +22.6% |
| 10Y | +521.9% | +363.3% | +158.5% | +272.2% |
| All | +1,058.3% | +3,051.4% | -1,993.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling