+181.3%
MSTR vs RY
+158.9%
+22.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -5.9% |
| 7D | -8.7% | -1.1% | -7.6% | -7.1% |
| 30D | -21.4% | +4.4% | -25.8% | -24.8% |
| 3M | +31.4% | -2.9% | +34.4% | +36.3% |
| 6M | -30.8% | +15.6% | -46.4% | -42.5% |
| YTD | -14.9% | +21.8% | -36.7% | -33.3% |
| 1Y | -49.3% | +42.6% | -91.9% | -67.1% |
| All | +181.3% | +158.9% | +22.4% | +14.6% |
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