+577.7%
MSTR vs IR
+342.0%
+235.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -5.3% |
| 7D | -4.0% | +5.0% | -9.0% | -6.7% |
| 30D | -18.6% | +10.3% | -29.0% | -23.3% |
| 3M | +25.6% | -0.1% | +25.7% | +25.0% |
| 6M | -33.1% | +14.8% | -47.8% | -39.4% |
| YTD | -17.3% | +9.7% | -27.1% | -24.0% |
| 1Y | -48.1% | +12.2% | -60.3% | -53.1% |
| 3Y | +154.2% | +30.0% | +124.2% | +117.4% |
| 5Y | +46.2% | +46.8% | -0.6% | +17.7% |
| All | +577.7% | +342.0% | +235.7% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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