+1,120.6%
MSTR vs RMBS
+722.4%
+398.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.0% | -7.2% | -2.1% |
| 7D | -1.2% | -12.0% | +10.7% | +1.8% |
| 30D | -15.9% | -33.1% | +17.2% | -7.0% |
| 3M | +33.1% | -23.7% | +56.8% | +41.8% |
| 6M | -31.0% | -42.7% | +11.7% | -22.5% |
| YTD | -15.1% | -18.9% | +3.7% | -15.0% |
| 1Y | -45.6% | -30.0% | -15.6% | -43.6% |
| 3Y | +180.5% | +28.8% | +151.7% | +143.5% |
| 5Y | +61.7% | +210.5% | -148.9% | +16.6% |
| 10Y | +578.0% | +524.7% | +53.3% | +312.5% |
| All | +1,120.6% | +722.4% | +398.2% | +263.7% |
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