+287.2%
MSTR vs IEMG
+85.2%
+202.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.9% |
| 7D | +7.7% | +1.6% | +6.1% | +5.1% |
| 30D | +36.3% | +4.6% | +31.7% | +27.6% |
| 3M | +13.4% | +4.8% | +8.6% | +3.8% |
| 6M | -4.5% | +16.8% | -21.3% | -29.1% |
| YTD | -12.7% | +24.8% | -37.5% | -43.2% |
| 1Y | -59.6% | +34.3% | -93.9% | -77.1% |
| All | +287.2% | +85.2% | +202.1% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling