+49.9%
MSTR vs RJF
+73.7%
-23.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +1.0% |
| 7D | -1.2% | +3.6% | -4.8% | -4.8% |
| 30D | -15.9% | +3.5% | -19.5% | -19.1% |
| 3M | +33.1% | -8.9% | +42.0% | +46.8% |
| 6M | -31.0% | +2.9% | -33.9% | -33.9% |
| YTD | -15.1% | +2.8% | -18.0% | -18.8% |
| 1Y | -45.6% | +2.7% | -48.3% | -48.0% |
| 3Y | +180.5% | +69.3% | +111.2% | +51.8% |
| All | +49.9% | +73.7% | -23.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling