+521.9%
MSTR vs IBM
+145.6%
+376.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.5% |
| 7D | -14.2% | -1.7% | -12.4% | -13.5% |
| 30D | -19.9% | +10.1% | -30.0% | -22.6% |
| 3M | +27.3% | +4.8% | +22.5% | +25.2% |
| 6M | -37.6% | +12.6% | -50.2% | -43.8% |
| YTD | -19.5% | -13.9% | -5.6% | -18.5% |
| 1Y | -47.1% | -18.7% | -28.4% | -45.1% |
| 3Y | +140.3% | +81.9% | +58.4% | +65.5% |
| 5Y | +49.5% | +148.3% | -98.8% | -9.5% |
| 10Y | +521.9% | +143.6% | +378.2% | +245.9% |
| All | +521.9% | +145.6% | +376.2% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling