+1,066.0%
MSTR vs RNG
+328.0%
+738.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -10.7% | -6.0% | -4.7% | -8.6% |
| 30D | -21.6% | -7.4% | -14.2% | -19.2% |
| 3M | +24.4% | +14.6% | +9.8% | +18.6% |
| 6M | -35.5% | +61.5% | -97.0% | -47.5% |
| YTD | -20.3% | +155.7% | -176.0% | -47.8% |
| 1Y | -49.3% | +172.5% | -221.8% | -67.7% |
| 3Y | +137.8% | +168.0% | -30.2% | +48.6% |
| 5Y | +48.3% | -73.8% | +122.1% | +80.2% |
| 10Y | +526.8% | +240.3% | +286.5% | +314.9% |
| All | +1,066.0% | +328.0% | +738.0% | +641.6% |
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 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