+283.2%
MSTR vs IEFA
+68.7%
+214.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.2% |
| 7D | +9.3% | +1.2% | +8.2% | +7.1% |
| 30D | +36.5% | -0.6% | +37.1% | +39.0% |
| 3M | +7.3% | +6.2% | +1.1% | -3.6% |
| 6M | +2.2% | +11.2% | -8.9% | -15.9% |
| YTD | -10.2% | +14.2% | -24.3% | -29.3% |
| 1Y | -58.6% | +20.0% | -78.6% | -70.5% |
| 3Y | +283.2% | +68.8% | +214.4% | +56.0% |
| All | +283.2% | +68.7% | +214.5% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling