+107.6%
MSTR vs RDW
-0.7%
+108.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | -8.3% | +0.9% | -9.1% | -8.7% |
| 30D | +38.1% | -21.3% | +59.4% | +47.6% |
| 3M | +9.0% | -37.9% | +46.9% | +22.6% |
| 6M | -5.3% | +12.3% | -17.6% | -17.2% |
| YTD | -13.8% | +39.7% | -53.5% | -32.7% |
| 1Y | -59.8% | +25.7% | -85.5% | -68.7% |
| 3Y | +282.2% | +230.8% | +51.4% | +43.3% |
| 5Y | +112.8% | -8.8% | +121.5% | +3.5% |
| All | +107.6% | -0.7% | +108.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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