+570.4%
MSTR vs RL
+356.1%
+214.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | -1.2% | -4.2% | +2.9% | +1.1% |
| 30D | -15.9% | +4.3% | -20.2% | -17.5% |
| 3M | +33.1% | -4.6% | +37.7% | +36.0% |
| 6M | -31.0% | +1.7% | -32.7% | -32.6% |
| YTD | -15.1% | +7.3% | -22.5% | -19.3% |
| 1Y | -45.6% | +20.8% | -66.4% | -51.6% |
| 3Y | +180.5% | +247.0% | -66.5% | +49.1% |
| 5Y | +61.7% | +225.5% | -163.8% | -11.4% |
| All | +570.4% | +356.1% | +214.3% | +223.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling