+1,124.1%
MSTR vs RY
+3,970.3%
-2,846.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -7.5% |
| 7D | -8.7% | -1.1% | -7.6% | -7.8% |
| 30D | -21.4% | +4.4% | -25.8% | -23.2% |
| 3M | +31.4% | -2.9% | +34.4% | +34.3% |
| 6M | -30.8% | +15.6% | -46.4% | -36.8% |
| YTD | -14.9% | +21.8% | -36.7% | -24.4% |
| 1Y | -49.3% | +42.6% | -91.9% | -59.2% |
| 3Y | +184.8% | +160.9% | +23.9% | +60.0% |
| 5Y | +62.1% | +126.1% | -63.9% | +3.2% |
| 10Y | +580.0% | +371.7% | +208.2% | +186.5% |
| All | +1,124.1% | +3,970.3% | -2,846.1% | +17.9% |
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