+49.5%
MSTR vs RL
+243.0%
-193.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +2.2% |
| 7D | -14.2% | -4.4% | -9.8% | -11.1% |
| 30D | -19.9% | +5.6% | -25.4% | -23.6% |
| 3M | +27.3% | -0.6% | +28.0% | +26.9% |
| 6M | -37.6% | +15.5% | -53.0% | -47.1% |
| YTD | -19.5% | +12.3% | -31.8% | -30.7% |
| 1Y | -47.1% | +19.3% | -66.4% | -57.5% |
| 3Y | +140.3% | +255.5% | -115.3% | -43.6% |
| 5Y | +49.5% | +247.1% | -197.5% | -69.2% |
| All | +49.5% | +243.0% | -193.5% | -69.2% |
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