+690.7%
MSTR vs RJF
+428.9%
+261.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.7% |
| 7D | +9.3% | +1.8% | +7.6% | +8.3% |
| 30D | +36.5% | 0.0% | +36.5% | +36.3% |
| 3M | +7.3% | +18.0% | -10.6% | -4.0% |
| 6M | +2.2% | +17.0% | -14.7% | -8.3% |
| YTD | -10.2% | +11.1% | -21.3% | -16.3% |
| 1Y | -58.6% | +8.0% | -66.6% | -60.7% |
| 3Y | +283.2% | +73.3% | +209.9% | +177.4% |
| 5Y | +113.8% | +107.4% | +6.4% | +48.9% |
| 10Y | +690.7% | +428.5% | +262.2% | +304.4% |
| All | +690.7% | +428.9% | +261.9% | +304.4% |
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