+1,252.0%
MSTR vs RMBS
+843.0%
+408.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +12.2% | -0.3% | +12.5% | +12.3% |
| 30D | +45.2% | -12.2% | +57.3% | +49.9% |
| 3M | +10.4% | -49.5% | +59.9% | +30.1% |
| 6M | -2.5% | -7.1% | +4.7% | -4.7% |
| YTD | -6.0% | -7.0% | +1.0% | -8.6% |
| 1Y | -56.4% | +13.3% | -69.8% | -60.2% |
| 3Y | +306.3% | +49.2% | +257.0% | +239.7% |
| 5Y | +100.5% | +250.0% | -149.5% | +41.0% |
| 10Y | +741.1% | +495.1% | +246.0% | +415.6% |
| All | +1,252.0% | +843.0% | +408.9% | +291.0% |
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 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