+107.1%
MSTR vs ICE
+39.3%
+67.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.8% |
| 7D | +7.7% | -0.9% | +8.6% | +9.5% |
| 30D | +36.3% | +4.0% | +32.4% | +31.1% |
| 3M | +13.4% | +11.0% | +2.4% | +0.4% |
| 6M | -4.5% | -5.0% | +0.5% | +0.9% |
| YTD | -12.7% | -2.7% | -10.0% | -12.1% |
| 1Y | -59.6% | -8.6% | -51.0% | -56.3% |
| 3Y | +272.5% | +41.4% | +231.1% | +99.4% |
| 5Y | +107.1% | +39.9% | +67.3% | +3.0% |
| All | +107.1% | +39.3% | +67.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling