+645.5%
MSTR vs RRX
+216.7%
+428.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.1% |
| 7D | -11.2% | -3.7% | -7.5% | -9.4% |
| 30D | +33.8% | -9.3% | +43.1% | +40.7% |
| 3M | +11.5% | -21.8% | +33.2% | +22.8% |
| 6M | -7.2% | -22.0% | +14.9% | +0.5% |
| YTD | -15.4% | +11.9% | -27.3% | -28.7% |
| 1Y | -60.6% | +11.6% | -72.2% | -67.2% |
| 3Y | +260.8% | +2.2% | +258.7% | +209.4% |
| 5Y | +108.8% | +14.9% | +94.0% | +71.2% |
| All | +645.5% | +216.7% | +428.8% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling