+120.4%
MSTR vs IAU
+141.6%
-21.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +12.2% | -0.5% | +12.7% | +12.8% |
| 30D | +45.2% | +4.4% | +40.7% | +42.3% |
| 3M | +10.4% | -1.1% | +11.4% | +12.0% |
| 6M | -2.5% | -13.7% | +11.2% | +6.4% |
| YTD | -6.0% | +2.7% | -8.8% | -8.1% |
| 1Y | -56.4% | +24.6% | -81.0% | -62.7% |
| 3Y | +306.3% | +126.8% | +179.4% | +117.6% |
| All | +120.4% | +141.6% | -21.3% | +5.6% |
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