+1,252.0%
MSTR vs IBM
+730.8%
+521.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -0.3% | +12.5% | +12.5% |
| 30D | +45.2% | +0.3% | +44.9% | +45.3% |
| 3M | +10.4% | -21.6% | +32.0% | +23.1% |
| 6M | -2.5% | -4.7% | +2.2% | -8.4% |
| YTD | -6.0% | -19.1% | +13.1% | -1.9% |
| 1Y | -56.4% | -2.5% | -53.9% | -61.0% |
| 3Y | +306.3% | +74.2% | +232.1% | +127.4% |
| 5Y | +100.5% | +113.1% | -12.6% | -3.2% |
| 10Y | +741.1% | +133.5% | +607.6% | +231.9% |
| All | +1,252.0% | +730.8% | +521.1% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling