+1,587.3%
MSTR vs ICE
+2,506.4%
-919.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.9% |
| 30D | -15.9% | +12.9% | -28.8% | -19.7% |
| 3M | +33.1% | +15.4% | +17.7% | +26.6% |
| 6M | -31.0% | +13.1% | -44.1% | -33.9% |
| YTD | -15.1% | +7.5% | -22.6% | -17.5% |
| 1Y | -45.6% | +18.3% | -64.0% | -48.9% |
| 3Y | +180.5% | +65.9% | +114.6% | +136.3% |
| 5Y | +61.7% | +35.2% | +26.5% | +48.9% |
| 10Y | +578.0% | +266.7% | +311.3% | +377.8% |
| All | +1,587.3% | +2,506.4% | -919.1% | +654.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling