+275.2%
MSTR vs RDW
+249.5%
+25.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.5% |
| 7D | -11.2% | +4.8% | -16.0% | -12.4% |
| 30D | +33.8% | -19.5% | +53.3% | +40.3% |
| 3M | +11.5% | -26.9% | +38.4% | +17.4% |
| 6M | -7.2% | +17.8% | -24.9% | -16.8% |
| YTD | -15.4% | +43.0% | -58.4% | -29.6% |
| 1Y | -60.6% | +32.1% | -92.7% | -67.4% |
| All | +275.2% | +249.5% | +25.6% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling