+1,252.0%
MSTR vs RL
+1,556.3%
-304.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.2% |
| 7D | +12.2% | -0.8% | +13.0% | +12.6% |
| 30D | +45.2% | -7.8% | +52.9% | +49.4% |
| 3M | +10.4% | -4.0% | +14.4% | +11.2% |
| 6M | -2.5% | -1.9% | -0.6% | -3.0% |
| YTD | -6.0% | -0.2% | -5.9% | -7.1% |
| 1Y | -56.4% | +10.7% | -67.1% | -58.8% |
| 3Y | +306.3% | +210.8% | +95.5% | +155.0% |
| 5Y | +100.5% | +238.2% | -137.7% | +26.6% |
| 10Y | +741.1% | +313.4% | +427.7% | +341.6% |
| All | +1,252.0% | +1,556.3% | -304.3% | +205.8% |
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