+1,146.3%
MSTR vs IBB
+554.8%
+591.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.3% | -5.0% |
| 7D | -8.7% | -3.6% | -5.1% | -5.5% |
| 30D | -21.4% | +3.4% | -24.8% | -23.3% |
| 3M | +31.4% | +9.5% | +22.0% | +22.4% |
| 6M | -30.8% | +23.3% | -54.1% | -42.0% |
| YTD | -14.9% | +24.5% | -39.4% | -28.7% |
| 1Y | -49.3% | +32.9% | -82.2% | -59.9% |
| 3Y | +184.8% | +76.6% | +108.3% | +83.1% |
| 5Y | +62.1% | +35.5% | +26.6% | +41.8% |
| 10Y | +580.0% | +156.7% | +423.2% | +265.3% |
| All | +1,146.3% | +554.8% | +591.4% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling