+570.4%
MSTR vs IVV
+309.7%
+260.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.9% |
| 7D | -1.2% | -2.7% | +1.5% | +3.9% |
| 30D | -15.9% | -5.4% | -10.6% | -6.8% |
| 3M | +33.1% | -4.1% | +37.2% | +45.5% |
| 6M | -31.0% | +0.7% | -31.7% | -29.7% |
| YTD | -15.1% | +8.7% | -23.9% | -22.2% |
| 1Y | -45.6% | +11.0% | -56.6% | -51.8% |
| 3Y | +180.5% | +75.4% | +105.1% | +34.2% |
| 5Y | +61.7% | +68.3% | -6.7% | -9.2% |
| All | +570.4% | +309.7% | +260.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling