+283.2%
MSTR vs RNG
+120.7%
+162.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.8% |
| 7D | +9.3% | -0.8% | +10.1% | +9.9% |
| 30D | +36.5% | +11.4% | +25.1% | +31.5% |
| 3M | +7.3% | +72.1% | -64.8% | -14.0% |
| 6M | +2.2% | +67.9% | -65.7% | -18.8% |
| YTD | -10.2% | +144.3% | -154.5% | -41.9% |
| 1Y | -58.6% | +117.5% | -176.1% | -71.7% |
| 3Y | +283.2% | +123.9% | +159.3% | +149.6% |
| All | +283.2% | +120.7% | +162.5% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling