+521.9%
MSTR vs RJF
+334.0%
+187.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.5% |
| 7D | -14.2% | -0.9% | -13.2% | -13.6% |
| 30D | -19.9% | +5.3% | -25.2% | -22.7% |
| 3M | +27.3% | -6.8% | +34.2% | +33.4% |
| 6M | -37.6% | +11.4% | -49.0% | -42.2% |
| YTD | -19.5% | +5.5% | -25.0% | -22.4% |
| 1Y | -47.1% | +3.7% | -50.8% | -48.4% |
| 3Y | +140.3% | +73.4% | +66.9% | +74.3% |
| 5Y | +49.5% | +78.3% | -28.8% | +11.1% |
| 10Y | +521.9% | +328.4% | +193.4% | +246.3% |
| All | +521.9% | +334.0% | +187.9% | +246.3% |
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