-46.5%
MSTR vs IBM
-18.7%
-27.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -13.4% | +1.6% | -15.0% | -13.7% |
| 30D | -22.1% | +9.2% | -31.3% | -23.2% |
| 3M | +15.0% | +4.9% | +10.0% | +14.0% |
| 6M | -37.3% | +16.8% | -54.1% | -43.9% |
| YTD | -26.5% | -14.3% | -12.3% | -24.8% |
| 1Y | -46.5% | -16.7% | -29.8% | -45.7% |
| All | -46.5% | -18.7% | -27.8% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling