+2,932.9%
MSTR vs IAG
+337.4%
+2,595.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -1.2% |
| 7D | -1.2% | +21.4% | -22.6% | -3.6% |
| 30D | -15.9% | +4.0% | -20.0% | -16.4% |
| 3M | +33.1% | +17.0% | +16.1% | +30.8% |
| 6M | -31.0% | +1.4% | -32.4% | -31.0% |
| YTD | -15.1% | +13.8% | -28.9% | -16.8% |
| 1Y | -45.6% | +55.8% | -101.5% | -48.6% |
| 3Y | +180.5% | +647.4% | -466.9% | +120.5% |
| 5Y | +61.7% | +519.1% | -457.5% | +25.4% |
| 10Y | +578.0% | +345.6% | +232.4% | +414.4% |
| All | +2,932.9% | +337.4% | +2,595.6% | +2,055.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling