-57.3%
MSTR vs IRE
-97.2%
+39.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +39.6% | -39.9% | -6.6% |
| 7D | -1.2% | -27.2% | +26.0% | +0.7% |
| 30D | -15.9% | -75.1% | +59.2% | +0.3% |
| 3M | +33.1% | -77.9% | +111.0% | +59.2% |
| 6M | -31.0% | -94.6% | +63.6% | -5.6% |
| YTD | -15.1% | -91.5% | +76.4% | -5.5% |
| 1Y | -45.6% | -97.8% | +52.2% | -27.1% |
| All | -57.3% | -97.2% | +39.9% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling