+49.9%
MSTR vs IAU
+120.1%
-70.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | -1.2% | +4.7% | -6.0% | -4.6% |
| 30D | -15.9% | -0.9% | -15.1% | -15.2% |
| 3M | +33.1% | -4.4% | +37.5% | +39.1% |
| 6M | -31.0% | -13.5% | -17.5% | -23.3% |
| YTD | -15.1% | -5.9% | -9.2% | -11.6% |
| 1Y | -45.6% | +1.9% | -47.5% | -46.1% |
| 3Y | +180.5% | +104.1% | +76.4% | +57.6% |
| All | +49.9% | +120.1% | -70.2% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling