-56.4%
MSTR vs IFF
+34.4%
-90.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -1.8% | +14.0% | +12.7% |
| 30D | +45.2% | -2.0% | +47.1% | +45.6% |
| 3M | +10.4% | +18.5% | -8.2% | +5.2% |
| 6M | -2.5% | +11.7% | -14.2% | -6.6% |
| YTD | -6.0% | +29.6% | -35.6% | -14.0% |
| 1Y | -56.4% | +35.0% | -91.4% | -59.7% |
| All | -56.4% | +34.4% | -90.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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