+2,409.7%
MSTR vs ITOT
+896.7%
+1,513.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | +12.2% | +0.1% | +12.1% | +12.3% |
| 30D | +45.2% | 0.0% | +45.2% | +45.7% |
| 3M | +10.4% | +2.0% | +8.4% | +8.7% |
| 6M | -2.5% | +13.0% | -15.5% | -15.5% |
| YTD | -6.0% | +14.0% | -20.0% | -18.5% |
| 1Y | -56.4% | +19.9% | -76.3% | -64.4% |
| 3Y | +306.3% | +75.8% | +230.5% | +122.2% |
| 5Y | +100.5% | +73.8% | +26.6% | +29.2% |
| 10Y | +741.1% | +295.9% | +445.2% | +131.9% |
| All | +2,409.7% | +896.7% | +1,513.0% | +130.6% |
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