+308.9%
MSTR vs RRC
+31.1%
+277.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | +1.3% | +10.9% | +11.3% |
| 30D | +45.2% | +10.1% | +35.0% | +38.2% |
| 3M | +10.4% | +4.0% | +6.4% | +7.3% |
| 6M | -2.5% | +1.6% | -4.1% | -5.2% |
| YTD | -6.0% | +19.7% | -25.7% | -16.9% |
| 1Y | -56.4% | +21.4% | -77.8% | -62.3% |
| All | +308.9% | +31.1% | +277.8% | +235.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling