+521.9%
MSTR vs IAU
+209.9%
+312.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -14.2% | -2.0% | -12.2% | -13.4% |
| 30D | -19.9% | -4.4% | -15.4% | -17.9% |
| 3M | +27.3% | -8.9% | +36.2% | +34.2% |
| 6M | -37.6% | -15.9% | -21.6% | -32.0% |
| YTD | -19.5% | -7.8% | -11.7% | -15.5% |
| 1Y | -47.1% | -3.8% | -43.3% | -45.3% |
| 3Y | +140.3% | +104.3% | +35.9% | +90.1% |
| 5Y | +49.5% | +111.2% | -61.7% | +15.6% |
| 10Y | +521.9% | +216.4% | +305.4% | +385.2% |
| All | +521.9% | +209.9% | +312.0% | +385.2% |
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