+304.5%
MSTR vs IAG
+790.4%
-486.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | +12.2% | -0.5% | +12.7% | +12.4% |
| 30D | +45.2% | +28.9% | +16.3% | +36.7% |
| 3M | +10.4% | +19.1% | -8.8% | +5.9% |
| 6M | -2.5% | -10.3% | +7.8% | -1.6% |
| YTD | -6.0% | +24.2% | -30.2% | -11.6% |
| 1Y | -56.4% | +116.5% | -172.9% | -63.5% |
| All | +304.5% | +790.4% | -486.0% | +176.4% |
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