+1,046.2%
MSTR vs RJF
+2,642.7%
-1,596.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -10.7% | +4.0% | -14.7% | -12.4% |
| 30D | -21.6% | +6.1% | -27.7% | -23.8% |
| 3M | +24.4% | -5.8% | +30.2% | +28.0% |
| 6M | -35.5% | +9.7% | -45.2% | -38.4% |
| YTD | -20.3% | +6.2% | -26.5% | -22.4% |
| 1Y | -49.3% | +5.3% | -54.6% | -50.4% |
| 3Y | +137.8% | +74.4% | +63.3% | +87.3% |
| 5Y | +48.3% | +81.6% | -33.3% | +19.6% |
| 10Y | +526.8% | +333.6% | +193.2% | +225.1% |
| All | +1,046.2% | +2,642.7% | -1,596.5% | +28.4% |
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