+919.6%
MSTR vs INDA
+119.4%
+800.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.4% |
| 7D | -1.2% | +6.6% | -7.9% | -5.3% |
| 30D | -15.9% | +10.4% | -26.3% | -21.3% |
| 3M | +33.1% | +1.5% | +31.6% | +32.1% |
| 6M | -31.0% | +1.7% | -32.7% | -31.5% |
| YTD | -15.1% | -5.8% | -9.3% | -11.3% |
| 1Y | -45.6% | -5.1% | -40.6% | -43.5% |
| 3Y | +180.5% | +16.0% | +164.5% | +160.1% |
| 5Y | +61.7% | +9.3% | +52.4% | +60.3% |
| 10Y | +578.0% | +102.1% | +475.9% | +401.2% |
| All | +919.6% | +119.4% | +800.2% | +644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling