+1,910.7%
MSTR vs ITOT
+878.9%
+1,031.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -5.8% |
| 7D | -11.5% | +3.3% | -14.8% | -15.4% |
| 30D | -24.8% | -2.5% | -22.4% | -21.7% |
| 3M | +20.6% | -2.3% | +23.0% | +26.3% |
| 6M | -38.0% | +3.0% | -41.0% | -39.0% |
| YTD | -24.7% | +11.9% | -36.6% | -32.3% |
| 1Y | -49.1% | +12.0% | -61.1% | -54.2% |
| 3Y | +124.7% | +77.8% | +46.9% | +22.5% |
| 5Y | +40.9% | +65.0% | -24.1% | -2.9% |
| 10Y | +481.5% | +290.1% | +191.4% | +65.7% |
| All | +1,910.7% | +878.9% | +1,031.9% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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