+282.2%
MSTR vs IBKR
+291.8%
-9.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | -0.1% |
| 7D | -8.3% | -1.3% | -6.9% | -7.1% |
| 30D | +38.1% | -0.2% | +38.3% | +39.1% |
| 3M | +9.0% | +3.0% | +6.1% | +6.2% |
| 6M | -5.3% | +33.9% | -39.2% | -27.0% |
| YTD | -13.8% | +42.5% | -56.3% | -36.1% |
| 1Y | -59.8% | +44.9% | -104.7% | -70.6% |
| 3Y | +282.2% | +293.0% | -10.8% | +23.1% |
| All | +282.2% | +291.8% | -9.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling