+154.2%
MSTR vs IVV
+78.4%
+75.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -8.6% |
| 7D | -4.0% | +0.1% | -4.0% | -4.3% |
| 30D | -18.6% | -3.3% | -15.3% | -10.6% |
| 3M | +25.6% | -2.4% | +28.0% | +36.1% |
| 6M | -33.1% | +2.6% | -35.7% | -35.3% |
| YTD | -17.3% | +11.3% | -28.6% | -32.9% |
| 1Y | -48.1% | +13.4% | -61.5% | -59.8% |
| 3Y | +154.2% | +80.3% | +73.9% | +5.3% |
| All | +154.2% | +78.4% | +75.8% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling