+495.5%
MSTR vs RJF
+323.5%
+172.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | -11.5% | +1.5% | -13.0% | -12.5% |
| 30D | -24.8% | +6.7% | -31.5% | -28.1% |
| 3M | +20.6% | -7.3% | +28.0% | +26.9% |
| 6M | -38.0% | +9.8% | -47.7% | -41.9% |
| YTD | -24.7% | +5.6% | -30.4% | -27.5% |
| 1Y | -49.1% | +2.3% | -51.3% | -49.8% |
| 3Y | +124.7% | +73.6% | +51.1% | +62.7% |
| 5Y | +40.9% | +79.9% | -38.9% | +4.3% |
| All | +495.5% | +323.5% | +172.0% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling