+1,141.7%
MSTR vs RNG
+320.7%
+821.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | -1.2% | -11.3% | +10.1% | +3.3% |
| 30D | -15.9% | -5.7% | -10.3% | -13.9% |
| 3M | +33.1% | +16.8% | +16.3% | +26.1% |
| 6M | -31.0% | +58.5% | -89.4% | -43.5% |
| YTD | -15.1% | +151.3% | -166.5% | -44.0% |
| 1Y | -45.6% | +169.0% | -214.7% | -65.1% |
| 3Y | +180.5% | +156.9% | +23.6% | +77.9% |
| 5Y | +61.7% | -69.0% | +130.7% | +87.6% |
| 10Y | +578.0% | +262.0% | +316.0% | +344.9% |
| All | +1,141.7% | +320.7% | +821.0% | +695.0% |
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