-42.3%
MSTR vs RRC
+44.7%
-87.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +4.7% |
| 7D | -1.8% | -6.8% | +5.0% | -2.5% |
| 30D | -13.3% | +34.7% | -48.0% | -11.4% |
| 3M | +46.0% | +31.5% | +14.5% | +49.1% |
| 6M | -22.4% | +21.8% | -44.2% | -18.8% |
| YTD | -6.2% | +48.9% | -55.0% | -9.2% |
| 1Y | -42.3% | +42.1% | -84.4% | -44.8% |
| All | -42.3% | +44.7% | -87.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling