+481.0%
MSTR vs RMBS
+534.0%
-53.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -0.8% |
| 7D | -13.4% | +10.3% | -23.8% | -18.0% |
| 30D | -22.1% | -10.7% | -11.3% | -18.5% |
| 3M | +15.0% | -17.2% | +32.2% | +23.5% |
| 6M | -37.3% | -39.0% | +1.7% | -25.7% |
| YTD | -26.5% | -10.5% | -16.0% | -34.9% |
| 1Y | -46.5% | -11.0% | -35.5% | -52.8% |
| 3Y | +121.1% | +31.3% | +89.7% | +34.8% |
| 5Y | +37.5% | +242.8% | -205.3% | -55.1% |
| All | +481.0% | +534.0% | -53.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling