+49.9%
MSTR vs ICE
+34.9%
+15.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.8% |
| 7D | -1.2% | +2.0% | -3.2% | -3.4% |
| 30D | -15.9% | +12.9% | -28.8% | -28.2% |
| 3M | +33.1% | +15.4% | +17.7% | +11.6% |
| 6M | -31.0% | +13.1% | -44.1% | -41.0% |
| YTD | -15.1% | +7.5% | -22.6% | -25.0% |
| 1Y | -45.6% | +18.3% | -64.0% | -58.0% |
| 3Y | +180.5% | +65.9% | +114.6% | +18.0% |
| All | +49.9% | +34.9% | +15.1% | -27.2% |
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