+736.9%
MSTR vs RL
+313.2%
+423.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.4% |
| 7D | +12.2% | -0.8% | +13.0% | +12.7% |
| 30D | +45.2% | -7.8% | +52.9% | +50.3% |
| 3M | +10.4% | -4.0% | +14.4% | +11.3% |
| 6M | -2.5% | -1.9% | -0.6% | -3.4% |
| YTD | -6.0% | -0.2% | -5.9% | -7.6% |
| 1Y | -56.4% | +10.7% | -67.1% | -59.5% |
| 3Y | +306.3% | +210.8% | +95.5% | +127.6% |
| 5Y | +100.5% | +238.2% | -137.7% | +10.3% |
| All | +736.9% | +313.2% | +423.7% | +316.1% |
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