-19.6%
MSTR vs RDDT
+230.5%
-250.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.2% | -5.0% |
| 7D | -11.2% | -0.4% | -10.8% | -11.2% |
| 30D | +33.8% | -0.5% | +34.3% | +32.2% |
| 3M | +11.5% | -9.8% | +21.2% | +12.3% |
| 6M | -7.2% | +15.8% | -23.0% | -14.5% |
| YTD | -15.4% | -32.4% | +17.0% | -8.2% |
| 1Y | -60.6% | -40.0% | -20.6% | -56.2% |
| All | -19.6% | +230.5% | -250.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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