+3,879.3%
MSTR vs IGV
+912.6%
+2,966.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | -1.2% | -5.2% | +4.0% | +4.7% |
| 30D | -15.9% | -10.0% | -6.0% | -5.4% |
| 3M | +33.1% | -0.5% | +33.7% | +36.0% |
| 6M | -31.0% | +12.6% | -43.6% | -38.4% |
| YTD | -15.1% | -6.4% | -8.7% | -7.5% |
| 1Y | -45.6% | -9.5% | -36.1% | -38.4% |
| 3Y | +180.5% | +41.7% | +138.8% | +121.3% |
| 5Y | +61.7% | +12.7% | +49.0% | +79.9% |
| 10Y | +578.0% | +354.1% | +223.9% | +116.2% |
| All | +3,879.3% | +912.6% | +2,966.7% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling