-59.5%
MSTR vs IRE
-97.5%
+38.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.1% | -11.1% | -0.9% |
| 7D | -14.2% | -15.1% | +1.0% | -13.7% |
| 30D | -19.9% | -71.4% | +51.5% | -6.6% |
| 3M | +27.3% | -81.2% | +108.5% | +56.1% |
| 6M | -37.6% | -93.7% | +56.2% | -16.4% |
| YTD | -19.5% | -92.2% | +72.7% | -9.4% |
| 1Y | -47.1% | -97.3% | +50.1% | -32.1% |
| All | -59.5% | -97.5% | +38.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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