+677.4%
MSTR vs IAG
+401.0%
+276.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | +7.7% | +1.7% | +6.0% | +7.5% |
| 30D | +36.3% | +11.4% | +24.9% | +34.0% |
| 3M | +13.4% | +33.0% | -19.6% | +7.8% |
| 6M | -4.5% | -6.0% | +1.5% | -4.0% |
| YTD | -12.7% | +24.6% | -37.2% | -16.9% |
| 1Y | -59.6% | +105.0% | -164.6% | -64.9% |
| 3Y | +272.5% | +837.9% | -565.4% | +143.9% |
| 5Y | +107.1% | +817.0% | -709.8% | +30.0% |
| 10Y | +677.4% | +425.3% | +252.1% | +395.1% |
| All | +677.4% | +401.0% | +276.4% | +395.1% |
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