+1,185.8%
MSTR vs IEMG
+143.7%
+1,042.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -3.2% |
| 7D | +12.2% | +2.2% | +9.9% | +9.5% |
| 30D | +45.2% | +4.6% | +40.6% | +38.8% |
| 3M | +10.4% | +0.4% | +10.0% | +9.8% |
| 6M | -2.5% | +16.4% | -18.8% | -17.4% |
| YTD | -6.0% | +25.4% | -31.5% | -26.4% |
| 1Y | -56.4% | +38.3% | -94.7% | -69.2% |
| 3Y | +306.3% | +84.1% | +222.2% | +124.0% |
| 5Y | +100.5% | +49.0% | +51.5% | +40.5% |
| 10Y | +741.1% | +141.8% | +599.3% | +332.0% |
| All | +1,185.8% | +143.7% | +1,042.1% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling