+1,070.1%
MSTR vs IBKR
+1,343.5%
-273.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.5% |
| 7D | +9.3% | +0.6% | +8.7% | +9.3% |
| 30D | +36.5% | +3.7% | +32.8% | +34.4% |
| 3M | +7.3% | +4.2% | +3.1% | +5.5% |
| 6M | +2.2% | +36.6% | -34.4% | -12.3% |
| YTD | -10.2% | +41.9% | -52.0% | -23.6% |
| 1Y | -58.6% | +49.5% | -108.1% | -65.6% |
| 3Y | +283.2% | +291.3% | -8.1% | +102.8% |
| 5Y | +113.8% | +492.7% | -378.9% | -2.8% |
| 10Y | +690.7% | +994.0% | -303.3% | +176.3% |
| All | +1,070.1% | +1,343.5% | -273.3% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IBKR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling