+180.5%
MSTR vs RL
+240.1%
-59.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | -1.2% | -4.2% | +2.9% | +1.6% |
| 30D | -15.9% | +4.3% | -20.2% | -17.8% |
| 3M | +33.1% | -4.6% | +37.7% | +36.6% |
| 6M | -31.0% | +1.7% | -32.7% | -33.0% |
| YTD | -15.1% | +7.3% | -22.5% | -20.7% |
| 1Y | -45.6% | +20.8% | -66.4% | -53.6% |
| 3Y | +180.5% | +247.0% | -66.5% | +37.4% |
| All | +180.5% | +240.1% | -59.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling