+659.5%
MSTR vs IEFA
+148.3%
+511.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.3% |
| 7D | -8.3% | -1.6% | -6.7% | -5.9% |
| 30D | +38.1% | -1.5% | +39.6% | +42.2% |
| 3M | +9.0% | +3.4% | +5.6% | +4.7% |
| 6M | -5.3% | +9.5% | -14.8% | -16.5% |
| YTD | -13.8% | +13.0% | -26.9% | -26.9% |
| 1Y | -59.8% | +18.0% | -77.8% | -68.0% |
| 3Y | +282.2% | +65.4% | +216.8% | +93.0% |
| 5Y | +112.8% | +51.6% | +61.2% | +26.4% |
| All | +659.5% | +148.3% | +511.1% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling