-52.7%
MSTR vs IRE
-84.4%
+31.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -3.6% |
| 7D | +12.2% | +54.8% | -42.6% | +4.5% |
| 30D | +45.2% | +18.4% | +26.8% | +39.3% |
| 3M | +10.4% | -66.7% | +77.1% | +22.4% |
| 6M | -2.5% | -52.3% | +49.8% | -7.0% |
| YTD | -6.0% | -52.3% | +46.3% | -16.7% |
| All | -52.7% | -84.4% | +31.7% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling