-56.4%
MSTR vs IEMG
+38.7%
-95.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -3.4% |
| 7D | +12.2% | +2.2% | +9.9% | +9.2% |
| 30D | +45.2% | +4.6% | +40.6% | +38.1% |
| 3M | +10.4% | +0.4% | +10.0% | +9.3% |
| 6M | -2.5% | +16.4% | -18.8% | -22.2% |
| YTD | -6.0% | +25.4% | -31.5% | -36.0% |
| 1Y | -56.4% | +38.3% | -94.7% | -74.1% |
| All | -56.4% | +38.7% | -95.2% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling