-42.3%
MSTR vs ICE
+21.0%
-63.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.8% |
| 7D | -1.8% | +12.2% | -14.0% | -8.3% |
| 30D | -13.3% | +15.0% | -28.3% | -20.9% |
| 3M | +46.0% | +17.6% | +28.3% | +32.9% |
| 6M | -22.4% | +12.6% | -35.0% | -29.7% |
| YTD | -6.2% | +9.1% | -15.3% | -14.1% |
| 1Y | -42.3% | +20.6% | -62.9% | -45.5% |
| All | -42.3% | +21.0% | -63.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling