+554.5%
MSTR vs IGV
+362.3%
+192.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -5.9% |
| 7D | -4.0% | -0.4% | -3.5% | -3.3% |
| 30D | -18.6% | -9.9% | -8.7% | -6.4% |
| 3M | +25.6% | -1.2% | +26.8% | +29.2% |
| 6M | -33.1% | +11.3% | -44.4% | -41.3% |
| YTD | -17.3% | -4.0% | -13.4% | -12.4% |
| 1Y | -48.1% | -7.3% | -40.8% | -42.2% |
| 3Y | +154.2% | +42.8% | +111.4% | +83.1% |
| 5Y | +46.2% | +13.7% | +32.6% | +38.0% |
| 10Y | +554.5% | +354.8% | +199.7% | +152.5% |
| All | +554.5% | +362.3% | +192.3% | +152.5% |
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