+554.5%
MSTR vs IRM
+480.4%
+74.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -4.7% |
| 7D | -4.0% | -3.8% | -0.2% | -2.0% |
| 30D | -18.6% | -3.2% | -15.4% | -17.1% |
| 3M | +25.6% | -7.8% | +33.4% | +31.1% |
| 6M | -33.1% | -12.7% | -20.3% | -28.5% |
| YTD | -17.3% | +36.7% | -54.0% | -29.3% |
| 1Y | -48.1% | +10.0% | -58.1% | -50.6% |
| 3Y | +154.2% | +107.2% | +47.0% | +72.0% |
| 5Y | +46.2% | +181.6% | -135.4% | -11.3% |
| 10Y | +554.5% | +481.1% | +73.4% | +216.4% |
| All | +554.5% | +480.4% | +74.1% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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