+571.9%
MSTR vs RMD
+359.9%
+212.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -2.2% |
| 30D | -15.9% | +4.1% | -20.1% | -17.4% |
| 3M | +33.1% | +5.7% | +27.4% | +29.5% |
| 6M | -31.0% | +12.9% | -43.9% | -35.6% |
| YTD | -15.1% | -1.5% | -13.6% | -15.7% |
| 1Y | -45.6% | -4.8% | -40.9% | -45.3% |
| 3Y | +180.5% | +57.5% | +123.0% | +118.5% |
| 5Y | +61.7% | -5.5% | +67.2% | +56.8% |
| All | +571.9% | +359.9% | +212.0% | +343.3% |
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