+1,046.2%
MSTR vs RMBS
+791.1%
+255.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | -8.4% | -2.3% | -9.1% |
| 30D | -21.6% | -24.9% | +3.3% | -15.9% |
| 3M | +24.4% | -15.8% | +40.2% | +28.9% |
| 6M | -35.5% | -37.5% | +2.1% | -29.3% |
| YTD | -20.3% | -12.1% | -8.2% | -21.9% |
| 1Y | -49.3% | -27.0% | -22.3% | -48.1% |
| 3Y | +137.8% | +28.8% | +109.0% | +105.9% |
| 5Y | +48.3% | +236.2% | -187.9% | +4.6% |
| 10Y | +526.8% | +546.6% | -19.8% | +276.5% |
| All | +1,046.2% | +791.1% | +255.1% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling