+1,252.0%
MSTR vs IFF
+260.7%
+991.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +12.2% | -1.8% | +14.0% | +13.0% |
| 30D | +45.2% | -2.0% | +47.1% | +46.4% |
| 3M | +10.4% | +18.5% | -8.2% | +1.4% |
| 6M | -2.5% | +11.7% | -14.2% | -8.8% |
| YTD | -6.0% | +29.6% | -35.6% | -18.4% |
| 1Y | -56.4% | +35.0% | -91.4% | -63.1% |
| 3Y | +306.3% | +32.3% | +274.0% | +236.9% |
| 5Y | +100.5% | -34.6% | +135.0% | +134.9% |
| 10Y | +741.1% | -20.6% | +761.7% | +736.3% |
| All | +1,252.0% | +260.7% | +991.3% | +696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling