+521.9%
MSTR vs ICE
+258.7%
+263.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.9% |
| 7D | -14.2% | +3.2% | -17.4% | -16.4% |
| 30D | -19.9% | +14.7% | -34.6% | -29.2% |
| 3M | +27.3% | +19.8% | +7.5% | +9.1% |
| 6M | -37.6% | +15.2% | -52.8% | -44.8% |
| YTD | -19.5% | +12.7% | -32.1% | -28.5% |
| 1Y | -47.1% | +20.4% | -67.5% | -55.7% |
| 3Y | +140.3% | +70.8% | +69.5% | +47.2% |
| 5Y | +49.5% | +43.9% | +5.6% | +4.1% |
| 10Y | +521.9% | +264.8% | +257.1% | +204.3% |
| All | +521.9% | +258.7% | +263.1% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling