+1,275.3%
MSTR vs RNG
+327.7%
+947.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | 0.0% |
| 7D | +12.2% | +5.8% | +6.4% | +10.0% |
| 30D | +45.2% | +19.6% | +25.6% | +36.1% |
| 3M | +10.4% | +67.0% | -56.6% | -10.7% |
| 6M | -2.5% | +88.4% | -90.9% | -26.1% |
| YTD | -6.0% | +155.5% | -161.5% | -38.5% |
| 1Y | -56.4% | +141.7% | -198.1% | -70.9% |
| 3Y | +306.3% | +131.1% | +175.2% | +166.3% |
| 5Y | +100.5% | -70.6% | +171.1% | +134.5% |
| 10Y | +741.1% | +228.2% | +512.9% | +459.1% |
| All | +1,275.3% | +327.7% | +947.6% | +774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling