+522.3%
MSTR vs IJH
+1,047.0%
-524.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -13.4% | +2.3% | -15.7% | -16.0% |
| 30D | -22.1% | +2.1% | -24.1% | -23.7% |
| 3M | +15.0% | -5.7% | +20.6% | +24.9% |
| 6M | -37.3% | +1.4% | -38.7% | -37.9% |
| YTD | -26.5% | +12.6% | -39.2% | -35.2% |
| 1Y | -46.5% | +16.1% | -62.6% | -54.7% |
| 3Y | +121.1% | +57.8% | +63.3% | +39.6% |
| 5Y | +37.5% | +36.8% | +0.7% | +18.6% |
| 10Y | +467.3% | +173.7% | +293.6% | +115.0% |
| All | +522.3% | +1,047.0% | -524.7% | -72.9% |
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