+690.7%
MSTR vs ICE
+216.5%
+474.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -2.6% |
| 7D | +9.3% | -1.2% | +10.5% | +10.9% |
| 30D | +36.5% | +5.0% | +31.5% | +31.8% |
| 3M | +7.3% | +13.9% | -6.5% | -3.4% |
| 6M | +2.2% | -4.4% | +6.7% | +5.9% |
| YTD | -10.2% | -1.9% | -8.2% | -9.6% |
| 1Y | -58.6% | -8.1% | -50.5% | -56.4% |
| 3Y | +283.2% | +42.5% | +240.7% | +176.6% |
| 5Y | +113.8% | +40.6% | +73.1% | +59.3% |
| 10Y | +690.7% | +217.1% | +473.6% | +344.1% |
| All | +690.7% | +216.5% | +474.2% | +344.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling