-57.2%
MSTR vs IRE
-98.0%
+40.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -33.9% | +24.7% | -3.7% |
| 7D | -8.7% | -57.1% | +48.4% | +2.5% |
| 30D | -21.4% | -84.4% | +63.0% | +2.3% |
| 3M | +31.4% | -85.0% | +116.4% | +69.0% |
| 6M | -30.8% | -95.2% | +64.4% | -3.3% |
| YTD | -14.9% | -93.9% | +79.0% | +1.1% |
| 1Y | -49.3% | -98.8% | +49.5% | -23.9% |
| All | -57.2% | -98.0% | +40.8% | -43.2% |
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