+126.6%
MSTR vs RMD
+68.9%
+57.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -11.5% | +0.1% | -11.6% | -11.6% |
| 30D | -24.8% | +1.9% | -26.7% | -25.3% |
| 3M | +20.6% | +6.3% | +14.3% | +17.7% |
| 6M | -38.0% | +18.2% | -56.2% | -42.7% |
| YTD | -24.7% | +0.3% | -25.0% | -24.8% |
| 1Y | -49.1% | -4.3% | -44.8% | -48.2% |
| All | +126.6% | +68.9% | +57.7% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling