-60.6%
MSTR vs IFF
+32.7%
-93.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -11.2% | -2.8% | -8.4% | -10.5% |
| 30D | +33.8% | -1.1% | +34.9% | +34.0% |
| 3M | +11.5% | +13.8% | -2.4% | +7.5% |
| 6M | -7.2% | +16.7% | -23.8% | -11.8% |
| YTD | -15.4% | +26.1% | -41.5% | -22.0% |
| 1Y | -60.6% | +33.5% | -94.1% | -64.0% |
| All | -60.6% | +32.7% | -93.4% | -64.0% |
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