+180.5%
MSTR vs IAG
+621.5%
-441.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -2.4% |
| 7D | -1.2% | +21.4% | -22.6% | -6.8% |
| 30D | -15.9% | +4.0% | -20.0% | -17.0% |
| 3M | +33.1% | +17.0% | +16.1% | +28.1% |
| 6M | -31.0% | +1.4% | -32.4% | -31.4% |
| YTD | -15.1% | +13.8% | -28.9% | -18.7% |
| 1Y | -45.6% | +55.8% | -101.5% | -51.3% |
| 3Y | +180.5% | +647.4% | -466.9% | +82.1% |
| All | +180.5% | +621.5% | -441.0% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling