-60.6%
MSTR vs IEFA
+17.8%
-78.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.3% |
| 7D | -11.2% | -2.4% | -8.8% | -6.6% |
| 30D | +33.8% | -2.1% | +35.9% | +40.6% |
| 3M | +11.5% | +5.5% | +5.9% | +2.5% |
| 6M | -7.2% | +8.1% | -15.3% | -17.1% |
| YTD | -15.4% | +11.9% | -27.3% | -29.3% |
| 1Y | -60.6% | +18.1% | -78.7% | -70.5% |
| All | -60.6% | +17.8% | -78.4% | -70.5% |
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