+137.8%
MSTR vs IBM
+81.1%
+56.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | -1.5% | -9.2% | -10.2% |
| 30D | -21.6% | +8.4% | -30.0% | -23.2% |
| 3M | +24.4% | +4.2% | +20.2% | +23.1% |
| 6M | -35.5% | +7.9% | -43.4% | -40.5% |
| YTD | -20.3% | -15.2% | -5.1% | -18.9% |
| 1Y | -49.3% | -18.7% | -30.6% | -47.5% |
| 3Y | +137.8% | +79.2% | +58.6% | +74.6% |
| All | +137.8% | +81.1% | +56.7% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling