-38.0%
MSTR vs IEFA
+2.1%
-40.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -5.0% |
| 7D | -11.5% | +1.3% | -12.8% | -14.0% |
| 30D | -24.8% | +0.1% | -24.9% | -24.2% |
| 3M | +20.6% | -4.2% | +24.9% | +35.4% |
| 6M | -38.0% | +1.9% | -39.9% | -38.5% |
| All | -38.0% | +2.1% | -40.0% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling