+929.8%
MSTR vs RPRX
+79.2%
+850.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.7% |
| 7D | -4.0% | +3.4% | -7.3% | -5.6% |
| 30D | -18.6% | +20.8% | -39.4% | -26.7% |
| 3M | +25.6% | +21.6% | +4.0% | +12.9% |
| 6M | -33.1% | +36.5% | -69.6% | -43.8% |
| YTD | -17.3% | +80.4% | -97.8% | -40.2% |
| 1Y | -48.1% | +81.8% | -129.9% | -62.7% |
| 3Y | +154.2% | +170.9% | -16.7% | +41.1% |
| 5Y | +46.2% | +95.2% | -49.0% | +4.5% |
| All | +929.8% | +79.2% | +850.6% | +665.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling