+1,124.1%
MSTR vs RL
+1,705.6%
-581.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -1.9% | -6.3% |
| 7D | -8.7% | -4.7% | -4.0% | -6.7% |
| 30D | -21.4% | +3.6% | -25.0% | -22.4% |
| 3M | +31.4% | +0.5% | +30.9% | +30.9% |
| 6M | -30.8% | +6.6% | -37.4% | -33.4% |
| YTD | -14.9% | +8.8% | -23.7% | -18.6% |
| 1Y | -49.3% | +21.8% | -71.0% | -53.9% |
| 3Y | +184.8% | +245.8% | -61.0% | +71.6% |
| 5Y | +62.1% | +230.0% | -167.8% | +3.5% |
| 10Y | +580.0% | +369.4% | +210.5% | +241.0% |
| All | +1,124.1% | +1,705.6% | -581.5% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling