+40.4%
MSTR vs IBM
+148.7%
-108.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -13.4% | +1.6% | -15.0% | -13.9% |
| 30D | -22.1% | +9.2% | -31.3% | -24.5% |
| 3M | +15.0% | +4.9% | +10.0% | +13.0% |
| 6M | -37.3% | +16.8% | -54.1% | -46.0% |
| YTD | -26.5% | -14.3% | -12.3% | -25.4% |
| 1Y | -46.5% | -16.7% | -29.8% | -44.8% |
| 3Y | +121.1% | +82.2% | +38.9% | +22.9% |
| All | +40.4% | +148.7% | -108.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling