+495.5%
MSTR vs RSG
+452.6%
+42.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.1% |
| 7D | -11.5% | +1.4% | -13.0% | -12.1% |
| 30D | -24.8% | +15.0% | -39.9% | -30.0% |
| 3M | +20.6% | +18.5% | +2.2% | +10.6% |
| 6M | -38.0% | +25.8% | -63.7% | -45.7% |
| YTD | -24.7% | +20.8% | -45.5% | -33.2% |
| 1Y | -49.1% | +24.8% | -73.9% | -55.9% |
| 3Y | +124.7% | +65.9% | +58.8% | +61.7% |
| 5Y | +40.9% | +99.1% | -58.1% | -8.8% |
| All | +495.5% | +452.6% | +42.9% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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