-56.4%
MSTR vs RJF
+7.8%
-64.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.1% |
| 7D | +12.2% | -0.6% | +12.8% | +12.9% |
| 30D | +45.2% | -1.3% | +46.4% | +46.2% |
| 3M | +10.4% | +18.9% | -8.5% | -4.8% |
| 6M | -2.5% | +15.0% | -17.5% | -13.9% |
| YTD | -6.0% | +12.2% | -18.2% | -14.7% |
| 1Y | -56.4% | +5.6% | -62.0% | -59.6% |
| All | -56.4% | +7.8% | -64.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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