+554.5%
MSTR vs RL
+397.7%
+156.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -5.5% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | -18.6% | +7.3% | -26.0% | -21.4% |
| 3M | +25.6% | +1.0% | +24.5% | +24.5% |
| 6M | -33.1% | +11.8% | -44.8% | -37.8% |
| YTD | -17.3% | +13.6% | -31.0% | -23.7% |
| 1Y | -48.1% | +24.0% | -72.1% | -54.5% |
| 3Y | +154.2% | +256.6% | -102.4% | +32.9% |
| 5Y | +46.2% | +240.2% | -194.0% | -22.1% |
| 10Y | +554.5% | +373.0% | +181.6% | +206.4% |
| All | +554.5% | +397.7% | +156.9% | +206.4% |
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