+110.3%
MSTR vs RDW
0.0%
+110.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.4% |
| 7D | +7.7% | +3.6% | +4.1% | +6.4% |
| 30D | +36.3% | -18.4% | +54.8% | +44.2% |
| 3M | +13.4% | -32.1% | +45.5% | +23.8% |
| 6M | -4.5% | +10.9% | -15.4% | -16.2% |
| YTD | -12.7% | +40.8% | -53.5% | -31.9% |
| 1Y | -59.6% | +31.1% | -90.7% | -68.9% |
| 3Y | +272.5% | +245.2% | +27.3% | +37.1% |
| 5Y | +107.1% | -16.7% | +123.9% | +4.0% |
| All | +110.3% | 0.0% | +110.3% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling