+570.4%
MSTR vs IAU
+208.2%
+362.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -1.2% | +4.7% | -6.0% | -3.5% |
| 30D | -15.9% | -0.9% | -15.1% | -15.4% |
| 3M | +33.1% | -4.4% | +37.5% | +37.3% |
| 6M | -31.0% | -13.5% | -17.5% | -25.9% |
| YTD | -15.1% | -5.9% | -9.2% | -11.8% |
| 1Y | -45.6% | +1.9% | -47.5% | -45.0% |
| 3Y | +180.5% | +104.1% | +76.4% | +121.8% |
| 5Y | +61.7% | +121.0% | -59.3% | +24.1% |
| All | +570.4% | +208.2% | +362.2% | +416.9% |
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