+120.4%
MSTR vs IBB
+22.5%
+97.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | +0.1% |
| 7D | +12.2% | +1.4% | +10.7% | +9.4% |
| 30D | +45.2% | +10.5% | +34.7% | +22.7% |
| 3M | +10.4% | +23.6% | -13.3% | -24.0% |
| 6M | -2.5% | +22.6% | -25.1% | -32.0% |
| YTD | -6.0% | +25.7% | -31.7% | -37.1% |
| 1Y | -56.4% | +51.4% | -107.8% | -79.2% |
| 3Y | +306.3% | +64.4% | +241.9% | +63.0% |
| All | +120.4% | +22.5% | +97.9% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling