+1,006.8%
MSTR vs RKT
-8.7%
+1,015.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.8% |
| 7D | +9.3% | +6.0% | +3.3% | +7.5% |
| 30D | +36.5% | +0.7% | +35.9% | +36.5% |
| 3M | +7.3% | +11.8% | -4.5% | +2.6% |
| 6M | +2.2% | -7.6% | +9.9% | +3.4% |
| YTD | -10.2% | -28.7% | +18.5% | -3.4% |
| 1Y | -58.6% | -32.6% | -26.0% | -55.0% |
| 3Y | +283.2% | +42.1% | +241.1% | +204.0% |
| 5Y | +113.8% | -7.2% | +120.9% | +74.5% |
| All | +1,006.8% | -8.7% | +1,015.5% | +810.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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