+481.0%
MSTR vs ICE
+259.6%
+221.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.7% |
| 7D | -13.4% | +3.6% | -17.0% | -15.9% |
| 30D | -22.1% | +15.1% | -37.2% | -31.3% |
| 3M | +15.0% | +15.4% | -0.4% | +1.7% |
| 6M | -37.3% | +16.1% | -53.4% | -45.0% |
| YTD | -26.5% | +11.4% | -37.9% | -34.1% |
| 1Y | -46.5% | +18.5% | -64.9% | -54.5% |
| 3Y | +121.1% | +70.5% | +50.5% | +35.7% |
| 5Y | +37.5% | +40.9% | -3.4% | -2.8% |
| All | +481.0% | +259.6% | +221.4% | +191.6% |
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