+108.8%
MSTR vs IBKR
+480.3%
-371.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.2% |
| 7D | -11.2% | -3.8% | -7.4% | -7.7% |
| 30D | +33.8% | -0.3% | +34.1% | +34.8% |
| 3M | +11.5% | +4.8% | +6.7% | +6.3% |
| 6M | -7.2% | +30.8% | -37.9% | -28.8% |
| YTD | -15.4% | +39.5% | -54.9% | -38.4% |
| 1Y | -60.6% | +43.7% | -104.3% | -72.2% |
| 3Y | +260.8% | +284.7% | -23.8% | -15.2% |
| 5Y | +108.8% | +484.9% | -376.0% | -72.7% |
| All | +108.8% | +480.3% | -371.4% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling