-46.0%
MSTR vs IRM
+5.7%
-51.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.1% |
| 7D | -1.2% | -8.6% | +7.4% | +6.6% |
| 30D | -15.9% | -8.0% | -8.0% | -9.7% |
| 3M | +33.1% | -12.0% | +45.1% | +47.4% |
| 6M | -31.0% | -18.2% | -12.8% | -19.0% |
| YTD | -15.1% | +31.4% | -46.5% | -41.6% |
| All | -46.0% | +5.7% | -51.8% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling