+40.4%
MSTR vs IFF
-39.2%
+79.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.0% |
| 7D | -13.4% | -1.8% | -11.7% | -12.5% |
| 30D | -22.1% | -9.4% | -12.7% | -18.3% |
| 3M | +15.0% | -3.0% | +17.9% | +15.4% |
| 6M | -37.3% | +5.8% | -43.1% | -40.8% |
| YTD | -26.5% | +22.4% | -48.9% | -38.2% |
| 1Y | -46.5% | +23.0% | -69.5% | -55.4% |
| 3Y | +121.1% | +21.8% | +99.3% | +68.3% |
| All | +40.4% | -39.2% | +79.6% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling