+554.5%
MSTR vs IAU
+209.6%
+344.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.5% |
| 7D | -4.0% | +4.9% | -8.8% | -6.3% |
| 30D | -18.6% | -1.4% | -17.2% | -18.0% |
| 3M | +25.6% | -4.8% | +30.4% | +29.5% |
| 6M | -33.1% | -12.5% | -20.6% | -28.6% |
| YTD | -17.3% | -4.2% | -13.2% | -14.9% |
| 1Y | -48.1% | +3.1% | -51.2% | -47.9% |
| 3Y | +154.2% | +110.0% | +44.2% | +98.6% |
| 5Y | +46.2% | +123.1% | -76.9% | +11.2% |
| 10Y | +554.5% | +216.7% | +337.8% | +400.9% |
| All | +554.5% | +209.6% | +344.9% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling