+120.4%
MSTR vs RMBS
+250.7%
-130.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | +12.2% | -0.3% | +12.5% | +12.4% |
| 30D | +45.2% | -12.2% | +57.3% | +54.8% |
| 3M | +10.4% | -49.5% | +59.9% | +54.1% |
| 6M | -2.5% | -7.1% | +4.7% | -13.1% |
| YTD | -6.0% | -7.0% | +1.0% | -18.6% |
| 1Y | -56.4% | +13.3% | -69.8% | -68.7% |
| 3Y | +306.3% | +49.2% | +257.0% | +96.1% |
| All | +120.4% | +250.7% | -130.3% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling