+1,252.0%
MSTR vs RY
+4,080.4%
-2,828.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +12.2% | +3.1% | +9.1% | +10.2% |
| 30D | +45.2% | -0.3% | +45.5% | +45.2% |
| 3M | +10.4% | +8.7% | +1.7% | +4.4% |
| 6M | -2.5% | +28.5% | -31.0% | -16.8% |
| YTD | -6.0% | +25.1% | -31.1% | -18.3% |
| 1Y | -56.4% | +46.3% | -102.7% | -65.6% |
| 3Y | +306.3% | +154.9% | +151.3% | +130.2% |
| 5Y | +100.5% | +140.3% | -39.8% | +22.9% |
| 10Y | +741.1% | +377.0% | +364.0% | +249.6% |
| All | +1,252.0% | +4,080.4% | -2,828.5% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling