+481.0%
MSTR vs IJR
+151.4%
+329.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | +2.2% | -15.6% | -15.9% |
| 30D | -22.1% | +3.8% | -25.9% | -25.6% |
| 3M | +15.0% | -5.7% | +20.7% | +25.0% |
| 6M | -37.3% | +4.6% | -41.9% | -40.8% |
| YTD | -26.5% | +18.0% | -44.5% | -39.6% |
| 1Y | -46.5% | +21.8% | -68.3% | -57.9% |
| 3Y | +121.1% | +61.1% | +60.0% | +32.7% |
| 5Y | +37.5% | +27.3% | +10.2% | +17.2% |
| All | +481.0% | +151.4% | +329.7% | +200.1% |
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