+304.5%
MSTR vs IRM
+101.3%
+203.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.3% |
| 7D | +12.2% | -0.5% | +12.6% | +12.6% |
| 30D | +45.2% | -8.1% | +53.2% | +52.0% |
| 3M | +10.4% | -9.7% | +20.0% | +16.1% |
| 6M | -2.5% | +10.0% | -12.5% | -8.6% |
| YTD | -6.0% | +43.0% | -49.0% | -23.3% |
| 1Y | -56.4% | +32.7% | -89.1% | -63.1% |
| All | +304.5% | +101.3% | +203.2% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling