+521.9%
MSTR vs IBB
+133.2%
+388.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.6% |
| 7D | -14.2% | -1.4% | -12.8% | -12.8% |
| 30D | -19.9% | +6.8% | -26.7% | -25.4% |
| 3M | +27.3% | +9.2% | +18.1% | +15.4% |
| 6M | -37.6% | +28.3% | -65.9% | -53.4% |
| YTD | -19.5% | +29.4% | -48.9% | -40.0% |
| 1Y | -47.1% | +33.2% | -80.3% | -61.9% |
| 3Y | +140.3% | +90.2% | +50.1% | +18.4% |
| 5Y | +49.5% | +44.0% | +5.5% | +3.6% |
| 10Y | +521.9% | +133.1% | +388.8% | +239.1% |
| All | +521.9% | +133.2% | +388.7% | +239.1% |
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