+526.8%
MSTR vs RY
+354.4%
+172.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.7% |
| 7D | -10.7% | -0.6% | -10.2% | -10.0% |
| 30D | -21.6% | +6.1% | -27.7% | -25.6% |
| 3M | +24.4% | -3.4% | +27.8% | +28.7% |
| 6M | -35.5% | +12.8% | -48.3% | -42.6% |
| YTD | -20.3% | +21.0% | -41.3% | -33.2% |
| 1Y | -49.3% | +40.5% | -89.8% | -63.1% |
| 3Y | +137.8% | +159.9% | -22.1% | -0.3% |
| 5Y | +48.3% | +125.0% | -76.7% | -26.8% |
| 10Y | +526.8% | +350.6% | +176.2% | +127.7% |
| All | +526.8% | +354.4% | +172.4% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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