+536.9%
MSTR vs IAG
+410.5%
+126.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | -14.2% | +3.4% | -17.6% | -14.9% |
| 30D | -19.9% | -2.7% | -17.2% | -19.6% |
| 3M | +27.3% | -0.5% | +27.8% | +27.7% |
| 6M | -37.6% | -4.8% | -32.7% | -37.0% |
| YTD | -19.5% | +9.6% | -29.1% | -21.7% |
| 1Y | -47.1% | +32.2% | -79.3% | -50.3% |
| 3Y | +140.3% | +692.5% | -552.3% | +58.8% |
| 5Y | +49.5% | +447.6% | -398.1% | -3.0% |
| All | +536.9% | +410.5% | +126.4% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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