+570.4%
MSTR vs RVTY
+206.3%
+364.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -2.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.6% |
| 30D | -15.9% | +1.0% | -17.0% | -16.3% |
| 3M | +33.1% | +35.8% | -2.7% | +10.2% |
| 6M | -31.0% | +56.7% | -87.7% | -48.8% |
| YTD | -15.1% | +60.7% | -75.9% | -38.2% |
| 1Y | -45.6% | +73.7% | -119.3% | -62.5% |
| 3Y | +180.5% | +82.8% | +97.7% | +82.0% |
| 5Y | +61.7% | -7.0% | +68.7% | +60.1% |
| All | +570.4% | +206.3% | +364.1% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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