+113.8%
MSTR vs RMD
-21.0%
+134.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -2.4% |
| 7D | +9.3% | -4.5% | +13.8% | +12.5% |
| 30D | +36.5% | +4.6% | +31.9% | +32.7% |
| 3M | +7.3% | +14.8% | -7.5% | -3.1% |
| 6M | +2.2% | -12.1% | +14.3% | +9.6% |
| YTD | -10.2% | -7.5% | -2.7% | -7.2% |
| 1Y | -58.6% | -20.1% | -38.6% | -52.9% |
| 3Y | +283.2% | +53.9% | +229.3% | +139.2% |
| 5Y | +113.8% | -22.2% | +136.0% | +104.5% |
| All | +113.8% | -21.0% | +134.8% | +104.5% |
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 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