+905.0%
MSTR vs IEFA
+203.9%
+701.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.6% |
| 7D | -13.4% | +2.2% | -15.6% | -16.2% |
| 30D | -22.1% | +1.1% | -23.1% | -23.0% |
| 3M | +15.0% | -4.3% | +19.2% | +23.2% |
| 6M | -37.3% | +1.4% | -38.7% | -37.4% |
| YTD | -26.5% | +10.1% | -36.6% | -33.8% |
| 1Y | -46.5% | +12.9% | -59.4% | -53.5% |
| 3Y | +121.1% | +65.8% | +55.3% | +21.9% |
| 5Y | +37.5% | +47.7% | -10.2% | -7.4% |
| 10Y | +467.3% | +146.8% | +320.5% | +147.5% |
| All | +905.0% | +203.9% | +701.1% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling