+1,252.0%
MSTR vs RJF
+2,798.8%
-1,546.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | +12.2% | -0.6% | +12.8% | +12.7% |
| 30D | +45.2% | -1.3% | +46.4% | +45.8% |
| 3M | +10.4% | +18.9% | -8.5% | +1.4% |
| 6M | -2.5% | +15.0% | -17.5% | -9.1% |
| YTD | -6.0% | +12.2% | -18.2% | -11.0% |
| 1Y | -56.4% | +5.6% | -62.0% | -57.5% |
| 3Y | +306.3% | +74.9% | +231.4% | +218.2% |
| 5Y | +100.5% | +106.6% | -6.2% | +52.7% |
| 10Y | +741.1% | +433.1% | +308.0% | +296.2% |
| All | +1,252.0% | +2,798.8% | -1,546.9% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling