-42.3%
MSTR vs IEFA
+17.0%
-59.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +0.3% |
| 7D | -1.8% | +1.9% | -3.7% | -5.2% |
| 30D | -13.3% | +1.4% | -14.7% | -15.2% |
| 3M | +46.0% | -1.4% | +47.4% | +51.3% |
| 6M | -22.4% | +6.3% | -28.8% | -29.0% |
| YTD | -6.2% | +11.9% | -18.1% | -18.2% |
| 1Y | -42.3% | +17.0% | -59.3% | -51.6% |
| All | -42.3% | +17.0% | -59.3% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling