-42.3%
MSTR vs RL
+34.3%
-76.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +3.4% |
| 7D | -1.8% | +5.8% | -7.6% | -3.8% |
| 30D | -13.3% | +12.7% | -26.0% | -16.9% |
| 3M | +46.0% | +9.3% | +36.6% | +40.1% |
| 6M | -22.4% | +16.9% | -39.4% | -28.1% |
| YTD | -6.2% | +17.5% | -23.7% | -14.4% |
| 1Y | -42.3% | +34.6% | -76.9% | -50.6% |
| All | -42.3% | +34.3% | -76.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling