+731.6%
MSTR vs RVTY
+149.2%
+582.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | +1.1% | +11.1% | +11.4% |
| 30D | +45.2% | +13.2% | +32.0% | +35.3% |
| 3M | +10.4% | +27.2% | -16.9% | -6.1% |
| 6M | -2.5% | +32.4% | -34.9% | -19.6% |
| YTD | -6.0% | +34.9% | -40.9% | -23.1% |
| 1Y | -56.4% | +52.4% | -108.8% | -67.0% |
| 3Y | +306.3% | +12.3% | +294.0% | +254.2% |
| 5Y | +100.5% | -30.8% | +131.3% | +135.0% |
| All | +731.6% | +149.2% | +582.4% | +469.5% |
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