+1,861.7%
MSTR vs ITOT
+875.1%
+986.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -1.9% |
| 7D | -13.4% | +2.5% | -15.9% | -16.4% |
| 30D | -22.1% | -1.7% | -20.4% | -19.7% |
| 3M | +15.0% | -3.4% | +18.3% | +22.1% |
| 6M | -37.3% | +2.1% | -39.4% | -37.6% |
| YTD | -26.5% | +11.5% | -38.0% | -33.6% |
| 1Y | -46.5% | +13.6% | -60.1% | -52.8% |
| 3Y | +121.1% | +77.2% | +43.9% | +21.1% |
| 5Y | +37.5% | +64.4% | -26.9% | -4.8% |
| 10Y | +467.3% | +288.6% | +178.7% | +62.6% |
| All | +1,861.7% | +875.1% | +986.6% | +87.7% |
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