-56.4%
MSTR vs IJH
+18.2%
-74.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.7% |
| 7D | +12.2% | +0.1% | +12.0% | +12.1% |
| 30D | +45.2% | -1.5% | +46.7% | +49.7% |
| 3M | +10.4% | +0.8% | +9.6% | +8.4% |
| 6M | -2.5% | +7.6% | -10.0% | -15.8% |
| YTD | -6.0% | +15.5% | -21.5% | -28.0% |
| 1Y | -56.4% | +16.9% | -73.3% | -66.2% |
| All | -56.4% | +18.2% | -74.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling