+40.4%
MSTR vs RL
+239.2%
-198.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.5% |
| 7D | -13.4% | +2.6% | -16.0% | -15.6% |
| 30D | -22.1% | +2.9% | -25.0% | -24.1% |
| 3M | +15.0% | 0.0% | +15.0% | +14.1% |
| 6M | -37.3% | +17.1% | -54.4% | -47.6% |
| YTD | -26.5% | +10.1% | -36.7% | -35.7% |
| 1Y | -46.5% | +17.3% | -63.8% | -56.4% |
| 3Y | +121.1% | +249.3% | -128.3% | -47.3% |
| All | +40.4% | +239.2% | -198.8% | -70.6% |
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