+1,252.0%
MSTR vs IRM
+4,053.6%
-2,801.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.1% |
| 7D | +12.2% | -0.5% | +12.6% | +12.5% |
| 30D | +45.2% | -8.1% | +53.2% | +50.6% |
| 3M | +10.4% | -9.7% | +20.0% | +14.8% |
| 6M | -2.5% | +10.0% | -12.5% | -6.8% |
| YTD | -6.0% | +43.0% | -49.0% | -19.6% |
| 1Y | -56.4% | +32.7% | -89.1% | -61.5% |
| 3Y | +306.3% | +102.7% | +203.6% | +192.9% |
| 5Y | +100.5% | +187.6% | -87.1% | +27.6% |
| 10Y | +741.1% | +420.1% | +321.0% | +293.0% |
| All | +1,252.0% | +4,053.6% | -2,801.7% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling