+121.1%
MSTR vs RKT
+75.2%
+45.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | -9.0% | -4.5% | -11.1% |
| 30D | -22.1% | +30.2% | -52.3% | -27.8% |
| 3M | +15.0% | -8.8% | +23.8% | +17.6% |
| 6M | -37.3% | -0.9% | -36.4% | -37.8% |
| YTD | -26.5% | -29.2% | +2.6% | -22.2% |
| 1Y | -46.5% | -20.1% | -26.4% | -45.3% |
| 3Y | +121.1% | +81.3% | +39.8% | +113.6% |
| All | +121.1% | +75.2% | +45.9% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling