+661.1%
MSTR vs IJH
+1,068.3%
-407.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.6% |
| 7D | +9.3% | +1.0% | +8.3% | +8.1% |
| 30D | +36.5% | -3.1% | +39.6% | +42.4% |
| 3M | +7.3% | +1.9% | +5.4% | +4.8% |
| 6M | +2.2% | +11.0% | -8.8% | -9.8% |
| YTD | -10.2% | +14.7% | -24.9% | -23.2% |
| 1Y | -58.6% | +15.6% | -74.2% | -64.7% |
| 3Y | +283.2% | +52.5% | +230.6% | +149.9% |
| 5Y | +113.8% | +49.1% | +64.7% | +66.7% |
| 10Y | +690.7% | +177.7% | +513.1% | +191.4% |
| All | +661.1% | +1,068.3% | -407.2% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling