+287.2%
MSTR vs IJH
+50.0%
+237.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -0.7% |
| 7D | +7.7% | -0.7% | +8.5% | +9.6% |
| 30D | +36.3% | -3.8% | +40.2% | +47.6% |
| 3M | +13.4% | 0.0% | +13.4% | +13.2% |
| 6M | -4.5% | +8.8% | -13.3% | -19.2% |
| YTD | -12.7% | +13.5% | -26.2% | -31.0% |
| 1Y | -59.6% | +15.4% | -75.0% | -68.9% |
| All | +287.2% | +50.0% | +237.3% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling