+929.2%
MSTR vs RSG
+2,015.2%
-1,086.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | +7.6% | +37.6% | +41.8% |
| 3M | +10.4% | +7.4% | +2.9% | +7.1% |
| 6M | -2.5% | -3.3% | +0.8% | -2.6% |
| YTD | -6.0% | +6.0% | -12.0% | -8.9% |
| 1Y | -56.4% | -3.7% | -52.7% | -56.6% |
| 3Y | +306.3% | +59.1% | +247.2% | +242.9% |
| 5Y | +100.5% | +89.0% | +11.5% | +61.3% |
| 10Y | +741.1% | +412.5% | +328.6% | +400.8% |
| All | +929.2% | +2,015.2% | -1,086.1% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling