+554.5%
MSTR vs IAG
+326.7%
+227.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.3% | -3.8% |
| 7D | -4.0% | +24.0% | -28.0% | -8.3% |
| 30D | -18.6% | +5.5% | -24.2% | -19.6% |
| 3M | +25.6% | +8.3% | +17.3% | +23.8% |
| 6M | -33.1% | +6.1% | -39.1% | -33.9% |
| YTD | -17.3% | +20.3% | -37.7% | -21.1% |
| 1Y | -48.1% | +56.5% | -104.6% | -52.8% |
| 3Y | +154.2% | +762.6% | -608.4% | +66.0% |
| 5Y | +46.2% | +546.3% | -500.1% | -7.1% |
| 10Y | +554.5% | +356.1% | +198.4% | +302.5% |
| All | +554.5% | +326.7% | +227.9% | +302.5% |
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