+727.1%
MSTR vs ICE
+223.6%
+503.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.3% |
| 7D | +12.2% | -0.7% | +12.8% | +13.2% |
| 30D | +45.2% | +7.6% | +37.5% | +37.2% |
| 3M | +10.4% | +13.9% | -3.6% | -0.8% |
| 6M | -2.5% | -2.4% | -0.1% | -0.9% |
| YTD | -6.0% | +0.3% | -6.3% | -7.2% |
| 1Y | -56.4% | -6.4% | -50.0% | -54.8% |
| 3Y | +306.3% | +43.1% | +263.2% | +192.1% |
| 5Y | +100.5% | +42.1% | +58.4% | +47.7% |
| All | +727.1% | +223.6% | +503.5% | +355.9% |
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