+180.5%
MSTR vs IBM
+81.7%
+98.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.2% | -5.0% | +3.8% | +0.3% |
| 30D | -15.9% | +11.1% | -27.0% | -18.2% |
| 3M | +33.1% | +5.7% | +27.4% | +31.3% |
| 6M | -31.0% | +10.1% | -41.1% | -37.1% |
| YTD | -15.1% | -15.6% | +0.5% | -13.5% |
| 1Y | -45.6% | -19.5% | -26.1% | -43.5% |
| 3Y | +180.5% | +80.4% | +100.1% | +104.5% |
| All | +180.5% | +81.7% | +98.8% | +104.5% |
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