+107.1%
MSTR vs IJR
+39.8%
+67.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -0.7% |
| 7D | +7.7% | -1.1% | +8.8% | +10.3% |
| 30D | +36.3% | -3.6% | +40.0% | +46.6% |
| 3M | +13.4% | +2.3% | +11.1% | +7.7% |
| 6M | -4.5% | +14.3% | -18.8% | -26.8% |
| YTD | -12.7% | +19.3% | -32.0% | -37.8% |
| 1Y | -59.6% | +22.6% | -82.2% | -72.7% |
| 3Y | +272.5% | +53.5% | +218.9% | +62.9% |
| 5Y | +107.1% | +39.9% | +67.2% | +25.2% |
| All | +107.1% | +39.8% | +67.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling