+1,070.9%
MSTR vs RPRX
+66.6%
+1,004.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | +5.1% | +7.1% | +9.3% |
| 30D | +45.2% | +11.2% | +34.0% | +37.4% |
| 3M | +10.4% | +16.7% | -6.3% | +1.3% |
| 6M | -2.5% | +36.0% | -38.5% | -17.5% |
| YTD | -6.0% | +67.8% | -73.8% | -29.1% |
| 1Y | -56.4% | +76.7% | -133.1% | -68.2% |
| 3Y | +306.3% | +128.1% | +178.2% | +150.2% |
| 5Y | +100.5% | +82.9% | +17.6% | +48.5% |
| All | +1,070.9% | +66.6% | +1,004.2% | +808.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling