+677.4%
MSTR vs INDA
+81.7%
+595.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.1% |
| 7D | +7.7% | -2.6% | +10.3% | +10.0% |
| 30D | +36.3% | -2.9% | +39.3% | +39.6% |
| 3M | +13.4% | +2.4% | +11.0% | +11.7% |
| 6M | -4.5% | -2.6% | -1.9% | -1.9% |
| YTD | -12.7% | -10.0% | -2.7% | -4.9% |
| 1Y | -59.6% | -7.7% | -51.9% | -57.0% |
| 3Y | +272.5% | +8.9% | +263.6% | +256.3% |
| 5Y | +107.1% | +6.0% | +101.2% | +108.0% |
| 10Y | +677.4% | +84.4% | +593.0% | +531.4% |
| All | +677.4% | +81.7% | +595.6% | +531.4% |
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