+481.0%
MSTR vs INDA
+115.4%
+365.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -13.4% | +1.1% | -14.5% | -14.2% |
| 30D | -22.1% | +9.4% | -31.4% | -27.5% |
| 3M | +15.0% | +2.9% | +12.0% | +12.5% |
| 6M | -37.3% | +7.2% | -44.5% | -40.4% |
| YTD | -26.5% | -4.8% | -21.7% | -23.3% |
| 1Y | -46.5% | -5.1% | -41.4% | -44.1% |
| 3Y | +121.1% | +16.7% | +104.4% | +100.4% |
| 5Y | +37.5% | +8.8% | +28.7% | +33.8% |
| All | +481.0% | +115.4% | +365.6% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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