+554.5%
MSTR vs IBM
+152.9%
+401.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.8% |
| 7D | -4.0% | -2.5% | -1.4% | -2.9% |
| 30D | -18.6% | +8.4% | -27.0% | -20.9% |
| 3M | +25.6% | +4.5% | +21.1% | +23.7% |
| 6M | -33.1% | +7.9% | -40.9% | -38.6% |
| YTD | -17.3% | -15.2% | -2.1% | -15.9% |
| 1Y | -48.1% | -17.6% | -30.5% | -46.5% |
| 3Y | +154.2% | +82.1% | +72.1% | +74.9% |
| 5Y | +46.2% | +143.3% | -97.1% | -10.7% |
| 10Y | +554.5% | +149.9% | +404.6% | +263.3% |
| All | +554.5% | +152.9% | +401.6% | +263.3% |
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