+308.9%
MSTR vs RY
+154.9%
+154.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.6% |
| 7D | +12.2% | +3.1% | +9.1% | +8.8% |
| 30D | +45.2% | -0.3% | +45.5% | +45.1% |
| 3M | +10.4% | +8.7% | +1.7% | -0.6% |
| 6M | -2.5% | +28.5% | -31.0% | -28.0% |
| YTD | -6.0% | +25.1% | -31.1% | -28.1% |
| 1Y | -56.4% | +46.3% | -102.7% | -72.1% |
| All | +308.9% | +154.9% | +154.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling