+690.7%
MSTR vs IRM
+407.3%
+283.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | +9.3% | +1.6% | +7.7% | +8.6% |
| 30D | +36.5% | -4.2% | +40.7% | +39.4% |
| 3M | +7.3% | -5.4% | +12.7% | +9.5% |
| 6M | +2.2% | +12.0% | -9.8% | -4.0% |
| YTD | -10.2% | +42.0% | -52.2% | -24.6% |
| 1Y | -58.6% | +29.9% | -88.5% | -63.8% |
| 3Y | +283.2% | +104.4% | +178.8% | +161.4% |
| 5Y | +113.8% | +191.0% | -77.2% | +28.1% |
| 10Y | +690.7% | +417.1% | +273.6% | +283.2% |
| All | +690.7% | +407.3% | +283.4% | +283.2% |
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