+1,120.6%
MSTR vs IBM
+766.6%
+354.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -1.2% | -5.0% | +3.8% | +2.4% |
| 30D | -15.9% | +11.1% | -27.0% | -21.5% |
| 3M | +33.1% | +5.7% | +27.4% | +28.4% |
| 6M | -31.0% | +10.1% | -41.1% | -41.2% |
| YTD | -15.1% | -15.6% | +0.5% | -14.1% |
| 1Y | -45.6% | -19.5% | -26.1% | -43.2% |
| 3Y | +180.5% | +80.4% | +100.1% | +53.7% |
| 5Y | +61.7% | +140.0% | -78.3% | -28.3% |
| 10Y | +578.0% | +155.0% | +423.0% | +150.5% |
| All | +1,120.6% | +766.6% | +354.1% | +46.7% |
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