+1,185.8%
MSTR vs IEFA
+217.0%
+968.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | +12.2% | +0.6% | +11.6% | +11.5% |
| 30D | +45.2% | +1.0% | +44.1% | +43.7% |
| 3M | +10.4% | +4.7% | +5.7% | +4.8% |
| 6M | -2.5% | +8.6% | -11.1% | -11.6% |
| YTD | -6.0% | +14.8% | -20.9% | -20.5% |
| 1Y | -56.4% | +22.6% | -79.0% | -66.2% |
| 3Y | +306.3% | +67.0% | +239.3% | +119.9% |
| 5Y | +100.5% | +52.3% | +48.2% | +28.3% |
| 10Y | +741.1% | +147.3% | +593.7% | +255.9% |
| All | +1,185.8% | +217.0% | +968.7% | +361.2% |
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