-47.1%
MSTR vs RRC
+38.2%
-85.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.2% |
| 7D | -14.2% | -0.5% | -13.7% | -14.1% |
| 30D | -19.9% | +25.2% | -45.1% | -18.0% |
| 3M | +27.3% | +27.8% | -0.5% | +30.3% |
| 6M | -37.6% | +27.2% | -64.8% | -35.4% |
| YTD | -19.5% | +48.2% | -67.6% | -22.0% |
| 1Y | -47.1% | +34.7% | -81.8% | -46.9% |
| All | -47.1% | +38.2% | -85.3% | -46.9% |
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