+120.4%
MSTR vs IR
+45.6%
+74.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.6% |
| 7D | +12.2% | -2.8% | +15.0% | +15.3% |
| 30D | +45.2% | -15.1% | +60.3% | +69.2% |
| 3M | +10.4% | +6.1% | +4.3% | +0.1% |
| 6M | -2.5% | -16.8% | +14.3% | +12.4% |
| YTD | -6.0% | -3.5% | -2.5% | -9.2% |
| 1Y | -56.4% | -3.5% | -52.9% | -58.4% |
| 3Y | +306.3% | +9.5% | +296.8% | +218.3% |
| All | +120.4% | +45.6% | +74.7% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling