+595.8%
MSTR vs IR
+322.3%
+273.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -1.2% | +3.7% | -4.9% | -3.2% |
| 30D | -15.9% | +7.4% | -23.4% | -19.4% |
| 3M | +33.1% | -5.9% | +39.1% | +37.4% |
| 6M | -31.0% | +5.6% | -36.6% | -34.3% |
| YTD | -15.1% | +4.8% | -20.0% | -19.7% |
| 1Y | -45.6% | +6.9% | -52.6% | -49.5% |
| 3Y | +180.5% | +27.6% | +153.0% | +143.3% |
| 5Y | +61.7% | +45.8% | +15.9% | +32.2% |
| All | +595.8% | +322.3% | +273.5% | +320.7% |
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