+1,120.6%
MSTR vs RRC
+693.8%
+426.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -1.2% | -10.8% | +9.6% | +0.6% |
| 30D | -15.9% | +22.3% | -38.3% | -19.1% |
| 3M | +33.1% | +26.6% | +6.5% | +27.1% |
| 6M | -31.0% | +18.9% | -49.9% | -33.7% |
| YTD | -15.1% | +39.2% | -54.3% | -20.7% |
| 1Y | -45.6% | +34.0% | -79.6% | -48.9% |
| 3Y | +180.5% | +42.0% | +138.5% | +161.3% |
| 5Y | +61.7% | +111.9% | -50.2% | +39.9% |
| 10Y | +578.0% | +62.8% | +515.2% | +437.1% |
| All | +1,120.6% | +693.8% | +426.8% | +748.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling