-59.6%
MSTR vs RMBS
+19.9%
-79.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | +7.7% | +3.5% | +4.3% | +6.6% |
| 30D | +36.3% | -8.6% | +44.9% | +39.6% |
| 3M | +13.4% | -40.3% | +53.7% | +29.5% |
| 6M | -4.5% | -1.0% | -3.5% | -14.6% |
| YTD | -12.7% | -4.6% | -8.1% | -21.4% |
| 1Y | -59.6% | +17.6% | -77.2% | -65.1% |
| All | -59.6% | +19.9% | -79.5% | -65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling