+40.4%
MSTR vs IAU
+105.6%
-65.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -13.4% | -4.6% | -8.8% | -10.4% |
| 30D | -22.1% | -5.4% | -16.6% | -18.6% |
| 3M | +15.0% | -10.9% | +25.8% | +26.4% |
| 6M | -37.3% | -17.4% | -19.9% | -27.8% |
| YTD | -26.5% | -10.2% | -16.3% | -20.8% |
| 1Y | -46.5% | -7.1% | -39.4% | -43.6% |
| 3Y | +121.1% | +97.7% | +23.4% | +26.0% |
| All | +40.4% | +105.6% | -65.2% | -32.8% |
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