+481.0%
MSTR vs IFF
-12.5%
+493.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -13.4% | -1.8% | -11.7% | -12.7% |
| 30D | -22.1% | -9.4% | -12.7% | -19.1% |
| 3M | +15.0% | -3.0% | +17.9% | +15.4% |
| 6M | -37.3% | +5.8% | -43.1% | -39.9% |
| YTD | -26.5% | +22.4% | -48.9% | -35.1% |
| 1Y | -46.5% | +23.0% | -69.5% | -53.0% |
| 3Y | +121.1% | +21.8% | +99.3% | +88.1% |
| 5Y | +37.5% | -39.2% | +76.8% | +61.8% |
| All | +481.0% | -12.5% | +493.5% | +487.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling