+659.5%
MSTR vs IJR
+172.1%
+487.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.2% |
| 7D | -8.3% | -2.2% | -6.1% | -5.6% |
| 30D | +38.1% | -4.6% | +42.7% | +47.0% |
| 3M | +9.0% | +0.2% | +8.8% | +8.4% |
| 6M | -5.3% | +14.7% | -20.0% | -20.4% |
| YTD | -13.8% | +18.9% | -32.7% | -30.1% |
| 1Y | -59.8% | +19.9% | -79.8% | -67.7% |
| 3Y | +282.2% | +53.0% | +229.2% | +143.0% |
| 5Y | +112.8% | +40.9% | +71.9% | +66.2% |
| All | +659.5% | +172.1% | +487.4% | +290.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling