+120.4%
MSTR vs IVV
+82.6%
+37.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.3% |
| 7D | +12.2% | +0.1% | +12.0% | +12.3% |
| 30D | +45.2% | +0.1% | +45.1% | +45.8% |
| 3M | +10.4% | +2.0% | +8.4% | +6.3% |
| 6M | -2.5% | +13.0% | -15.5% | -27.9% |
| YTD | -6.0% | +13.6% | -19.6% | -30.2% |
| 1Y | -56.4% | +20.1% | -76.5% | -71.9% |
| 3Y | +306.3% | +77.6% | +228.7% | -3.5% |
| All | +120.4% | +82.6% | +37.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling