-42.3%
MSTR vs IJR
+24.2%
-66.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +2.8% |
| 7D | -1.8% | +2.3% | -4.1% | -5.4% |
| 30D | -13.3% | +2.8% | -16.1% | -17.0% |
| 3M | +46.0% | -4.6% | +50.6% | +58.1% |
| 6M | -22.4% | +5.7% | -28.1% | -30.6% |
| YTD | -6.2% | +19.9% | -26.1% | -28.0% |
| 1Y | -42.3% | +24.2% | -66.5% | -57.5% |
| All | -42.3% | +24.2% | -66.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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