+180.5%
MSTR vs IGV
+41.3%
+139.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | -1.2% | -5.2% | +4.0% | +7.3% |
| 30D | -15.9% | -10.0% | -6.0% | -0.8% |
| 3M | +33.1% | -0.5% | +33.7% | +35.9% |
| 6M | -31.0% | +12.6% | -43.6% | -43.3% |
| YTD | -15.1% | -6.4% | -8.7% | -5.0% |
| 1Y | -45.6% | -9.5% | -36.1% | -35.2% |
| 3Y | +180.5% | +41.7% | +138.8% | +162.2% |
| All | +180.5% | +41.3% | +139.2% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling