-59.6%
MSTR vs RNG
+116.0%
-175.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +7.7% | -4.1% | +11.8% | +9.0% |
| 30D | +36.3% | +8.6% | +27.7% | +34.0% |
| 3M | +13.4% | +78.0% | -64.6% | -2.1% |
| 6M | -4.5% | +67.0% | -71.5% | -16.6% |
| YTD | -12.7% | +142.4% | -155.1% | -35.0% |
| 1Y | -59.6% | +120.4% | -180.1% | -67.7% |
| All | -59.6% | +116.0% | -175.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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