+554.5%
MSTR vs IBB
+139.6%
+414.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -5.8% |
| 7D | -4.0% | +2.7% | -6.7% | -6.7% |
| 30D | -18.6% | +6.3% | -25.0% | -23.9% |
| 3M | +25.6% | +11.1% | +14.5% | +11.6% |
| 6M | -33.1% | +29.2% | -62.3% | -50.4% |
| YTD | -17.3% | +30.2% | -47.6% | -38.9% |
| 1Y | -48.1% | +39.5% | -87.6% | -64.6% |
| 3Y | +154.2% | +92.3% | +61.9% | +23.8% |
| 5Y | +46.2% | +43.0% | +3.2% | +1.5% |
| 10Y | +554.5% | +137.1% | +417.4% | +255.1% |
| All | +554.5% | +139.6% | +414.9% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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