+120.4%
MSTR vs RL
+238.1%
-117.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -3.0% |
| 7D | +12.2% | -0.8% | +13.0% | +13.0% |
| 30D | +45.2% | -7.8% | +52.9% | +53.4% |
| 3M | +10.4% | -4.0% | +14.4% | +11.3% |
| 6M | -2.5% | -1.9% | -0.6% | -5.2% |
| YTD | -6.0% | -0.2% | -5.9% | -10.1% |
| 1Y | -56.4% | +10.7% | -67.1% | -62.4% |
| 3Y | +306.3% | +210.8% | +95.5% | +19.5% |
| All | +120.4% | +238.1% | -117.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling