+107.1%
MSTR vs RSG
+90.2%
+16.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +7.7% | 0.0% | +7.7% | +7.8% |
| 30D | +36.3% | +3.7% | +32.7% | +34.1% |
| 3M | +13.4% | +6.2% | +7.2% | +9.2% |
| 6M | -4.5% | -2.8% | -1.7% | -3.7% |
| YTD | -12.7% | +5.9% | -18.6% | -16.9% |
| 1Y | -59.6% | -1.8% | -57.8% | -59.8% |
| 3Y | +272.5% | +57.5% | +215.0% | +149.1% |
| 5Y | +107.1% | +91.1% | +16.1% | +12.7% |
| All | +107.1% | +90.2% | +16.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling