+180.5%
MSTR vs RRC
+36.3%
+144.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | -1.2% | -10.8% | +9.6% | +3.1% |
| 30D | -15.9% | +22.3% | -38.3% | -24.2% |
| 3M | +33.1% | +26.6% | +6.5% | +16.9% |
| 6M | -31.0% | +18.9% | -49.9% | -38.0% |
| YTD | -15.1% | +39.2% | -54.3% | -31.6% |
| 1Y | -45.6% | +34.0% | -79.6% | -55.5% |
| 3Y | +180.5% | +42.0% | +138.5% | +107.9% |
| All | +180.5% | +36.3% | +144.2% | +107.9% |
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 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