+570.4%
MSTR vs RY
+360.6%
+209.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.9% |
| 7D | -1.2% | -0.9% | -0.3% | -0.1% |
| 30D | -15.9% | +5.9% | -21.8% | -20.0% |
| 3M | +33.1% | -4.3% | +37.4% | +39.0% |
| 6M | -31.0% | +12.1% | -43.1% | -38.2% |
| YTD | -15.1% | +20.3% | -35.4% | -28.4% |
| 1Y | -45.6% | +41.0% | -86.7% | -60.6% |
| 3Y | +180.5% | +157.5% | +23.0% | +18.8% |
| 5Y | +61.7% | +123.2% | -61.5% | -19.6% |
| All | +570.4% | +360.6% | +209.9% | +146.8% |
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