+283.2%
MSTR vs IEF
+9.9%
+273.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | +36.5% | -0.7% | +37.2% | +36.5% |
| 3M | +7.3% | -0.4% | +7.8% | +7.4% |
| 6M | +2.2% | -2.5% | +4.7% | +1.7% |
| YTD | -10.2% | -1.6% | -8.6% | -10.3% |
| 1Y | -58.6% | -1.3% | -57.3% | -58.6% |
| 3Y | +283.2% | +10.1% | +273.1% | +304.2% |
| All | +283.2% | +9.9% | +273.3% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling