+554.5%
MSTR vs RMD
+360.8%
+193.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | -18.6% | +2.5% | -21.1% | -19.5% |
| 3M | +25.6% | +11.5% | +14.0% | +19.4% |
| 6M | -33.1% | +14.7% | -47.7% | -38.0% |
| YTD | -17.3% | -1.3% | -16.0% | -18.0% |
| 1Y | -48.1% | -5.3% | -42.8% | -47.6% |
| 3Y | +154.2% | +68.8% | +85.4% | +92.2% |
| 5Y | +46.2% | -5.9% | +52.1% | +41.9% |
| 10Y | +554.5% | +348.7% | +205.8% | +331.5% |
| All | +554.5% | +360.8% | +193.8% | +331.5% |
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