-58.6%
MSTR vs IAG
+100.7%
-159.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | +9.3% | +4.3% | +5.1% | +7.9% |
| 30D | +36.5% | +9.8% | +26.7% | +33.1% |
| 3M | +7.3% | +28.9% | -21.6% | -0.5% |
| 6M | +2.2% | -7.6% | +9.8% | +1.3% |
| YTD | -10.2% | +22.0% | -32.1% | -15.7% |
| 1Y | -58.6% | +99.5% | -158.1% | -64.0% |
| All | -58.6% | +100.7% | -159.3% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling