+180.5%
MSTR vs RKT
+85.3%
+95.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.2% | +17.7% | -18.9% | -5.5% |
| 30D | -15.9% | +31.6% | -47.6% | -22.4% |
| 3M | +33.1% | +13.9% | +19.2% | +28.2% |
| 6M | -31.0% | +2.8% | -33.8% | -32.4% |
| YTD | -15.1% | -22.2% | +7.1% | -12.5% |
| 1Y | -45.6% | -3.5% | -42.1% | -47.3% |
| 3Y | +180.5% | +95.3% | +85.2% | +160.9% |
| All | +180.5% | +85.3% | +95.2% | +160.9% |
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