+40.4%
MSTR vs RMD
-7.7%
+48.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -13.4% | +2.1% | -15.5% | -14.6% |
| 30D | -22.1% | +2.1% | -24.2% | -23.1% |
| 3M | +15.0% | +6.2% | +8.7% | +10.3% |
| 6M | -37.3% | +19.4% | -56.7% | -45.4% |
| YTD | -26.5% | +0.5% | -27.1% | -28.3% |
| 1Y | -46.5% | -3.9% | -42.5% | -46.2% |
| 3Y | +121.1% | +72.5% | +48.5% | +26.4% |
| All | +40.4% | -7.7% | +48.1% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling