+107.1%
MSTR vs IEFA
+51.0%
+56.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -0.3% |
| 7D | +7.7% | -0.5% | +8.2% | +9.3% |
| 30D | +36.3% | -1.1% | +37.4% | +40.9% |
| 3M | +13.4% | +5.1% | +8.3% | +2.6% |
| 6M | -4.5% | +9.3% | -13.8% | -21.4% |
| YTD | -12.7% | +13.0% | -25.6% | -32.8% |
| 1Y | -59.6% | +19.2% | -78.8% | -72.6% |
| 3Y | +272.5% | +67.0% | +205.5% | +14.0% |
| 5Y | +107.1% | +51.1% | +56.0% | -7.3% |
| All | +107.1% | +51.0% | +56.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling