+126.6%
MSTR vs IRM
+113.6%
+13.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.4% | -7.6% |
| 7D | -11.5% | +8.6% | -20.1% | -16.1% |
| 30D | -24.8% | 0.0% | -24.8% | -24.8% |
| 3M | +20.6% | -7.1% | +27.8% | +25.9% |
| 6M | -38.0% | -7.9% | -30.1% | -35.4% |
| YTD | -24.7% | +41.3% | -66.0% | -38.3% |
| 1Y | -49.1% | +20.7% | -69.8% | -54.9% |
| All | +126.6% | +113.6% | +13.0% | +74.1% |
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