+40.9%
MSTR vs IEFA
+47.8%
-6.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -4.9% |
| 7D | -11.5% | +1.3% | -12.8% | -14.4% |
| 30D | -24.8% | +0.1% | -24.9% | -24.8% |
| 3M | +20.6% | -4.2% | +24.9% | +34.4% |
| 6M | -38.0% | +1.9% | -39.9% | -39.7% |
| YTD | -24.7% | +9.9% | -34.6% | -38.3% |
| 1Y | -49.1% | +11.5% | -60.6% | -59.8% |
| 3Y | +124.7% | +66.0% | +58.7% | -30.9% |
| 5Y | +40.9% | +47.5% | -6.5% | -36.2% |
| All | +40.9% | +47.8% | -6.8% | -36.2% |
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