+40.9%
MSTR vs RRC
+132.2%
-91.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.2% |
| 7D | -11.5% | +2.5% | -14.0% | -12.4% |
| 30D | -24.8% | +21.1% | -46.0% | -31.1% |
| 3M | +20.6% | +28.4% | -7.7% | +7.4% |
| 6M | -38.0% | +26.5% | -64.4% | -45.0% |
| YTD | -24.7% | +47.0% | -71.7% | -37.9% |
| 1Y | -49.1% | +35.2% | -84.3% | -56.6% |
| 3Y | +124.7% | +61.0% | +63.7% | +76.7% |
| 5Y | +40.9% | +133.6% | -92.7% | -10.2% |
| All | +40.9% | +132.2% | -91.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling