+4,307.4%
MSTR vs IGV
+970.9%
+3,336.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.9% |
| 7D | +12.2% | -4.5% | +16.7% | +18.2% |
| 30D | +45.2% | +3.2% | +41.9% | +41.3% |
| 3M | +10.4% | +4.5% | +5.9% | +6.5% |
| 6M | -2.5% | +22.1% | -24.6% | -21.2% |
| YTD | -6.0% | -1.0% | -5.0% | -4.3% |
| 1Y | -56.4% | -2.1% | -54.3% | -54.5% |
| 3Y | +306.3% | +44.6% | +261.7% | +210.2% |
| 5Y | +100.5% | +22.2% | +78.3% | +104.1% |
| 10Y | +741.1% | +364.7% | +376.4% | +157.8% |
| All | +4,307.4% | +970.9% | +3,336.6% | +376.1% |
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