+690.7%
MSTR vs IGV
+355.8%
+334.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -2.1% |
| 7D | +9.3% | -3.3% | +12.6% | +14.6% |
| 30D | +36.5% | 0.0% | +36.5% | +37.4% |
| 3M | +7.3% | +7.3% | 0.0% | -1.0% |
| 6M | +2.2% | +16.7% | -14.5% | -16.9% |
| YTD | -10.2% | -2.8% | -7.3% | -6.9% |
| 1Y | -58.6% | -6.7% | -51.9% | -54.2% |
| 3Y | +283.2% | +41.1% | +242.1% | +177.7% |
| 5Y | +113.8% | +22.0% | +91.8% | +89.3% |
| 10Y | +690.7% | +357.9% | +332.8% | +199.2% |
| All | +690.7% | +355.8% | +334.9% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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