+120.4%
MSTR vs IBM
+113.0%
+7.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -0.3% | +12.5% | +12.4% |
| 30D | +45.2% | +0.3% | +44.9% | +45.3% |
| 3M | +10.4% | -21.6% | +32.0% | +18.9% |
| 6M | -2.5% | -4.7% | +2.2% | -7.1% |
| YTD | -6.0% | -19.1% | +13.1% | -2.3% |
| 1Y | -56.4% | -2.5% | -53.9% | -60.3% |
| 3Y | +306.3% | +74.2% | +232.1% | +130.3% |
| All | +120.4% | +113.0% | +7.3% | +4.2% |
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