+576.0%
RKLB vs MSTR
+504.9%
+71.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +3.7% |
| 7D | +5.3% | +9.3% | -4.0% | +2.3% |
| 30D | -20.5% | +36.5% | -57.0% | -28.1% |
| 3M | -42.0% | +7.3% | -49.4% | -44.0% |
| 6M | -6.0% | +2.2% | -8.3% | -7.5% |
| YTD | -5.6% | -10.2% | +4.6% | -5.2% |
| 1Y | +38.0% | -58.6% | +96.6% | +67.2% |
| 3Y | +962.4% | +283.2% | +679.2% | +544.7% |
| 5Y | +336.5% | +113.8% | +222.7% | +147.9% |
| All | +576.0% | +504.9% | +71.1% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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