+690.7%
MSTR vs RMD
+265.7%
+425.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.0% |
| 7D | +9.3% | -4.5% | +13.8% | +11.5% |
| 30D | +36.5% | +4.6% | +31.9% | +33.9% |
| 3M | +7.3% | +14.8% | -7.5% | +0.1% |
| 6M | +2.2% | -12.1% | +14.3% | +7.2% |
| YTD | -10.2% | -7.5% | -2.7% | -8.0% |
| 1Y | -58.6% | -20.1% | -38.6% | -54.8% |
| 3Y | +283.2% | +53.9% | +229.3% | +200.9% |
| 5Y | +113.8% | -22.2% | +136.0% | +120.8% |
| 10Y | +690.7% | +268.2% | +422.5% | +448.5% |
| All | +690.7% | +265.7% | +425.1% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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