+40.4%
MSTR vs IAG
+421.7%
-381.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -13.4% | -7.7% | -5.7% | -11.4% |
| 30D | -22.1% | +1.6% | -23.7% | -22.6% |
| 3M | +15.0% | -2.4% | +17.4% | +16.1% |
| 6M | -37.3% | -7.8% | -29.5% | -35.9% |
| YTD | -26.5% | +5.0% | -31.6% | -28.8% |
| 1Y | -46.5% | +25.7% | -72.2% | -50.6% |
| 3Y | +121.1% | +694.5% | -573.4% | +14.3% |
| All | +40.4% | +421.7% | -381.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling