+597.7%
MSTR vs IR
+316.5%
+281.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -7.7% |
| 7D | -8.7% | +2.3% | -11.0% | -9.8% |
| 30D | -21.4% | +3.3% | -24.8% | -22.9% |
| 3M | +31.4% | -9.0% | +40.5% | +38.3% |
| 6M | -30.8% | +8.0% | -38.8% | -35.1% |
| YTD | -14.9% | +3.4% | -18.3% | -18.8% |
| 1Y | -49.3% | +4.5% | -53.8% | -52.2% |
| 3Y | +184.8% | +25.6% | +159.2% | +149.3% |
| 5Y | +62.1% | +43.8% | +18.3% | +33.7% |
| All | +597.7% | +316.5% | +281.3% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling