+49.9%
MSTR vs IVV
+67.9%
-18.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -1.2% |
| 7D | -1.2% | -2.7% | +1.5% | +6.7% |
| 30D | -15.9% | -5.4% | -10.6% | -1.3% |
| 3M | +33.1% | -4.1% | +37.2% | +52.4% |
| 6M | -31.0% | +0.7% | -31.7% | -29.9% |
| YTD | -15.1% | +8.7% | -23.9% | -27.9% |
| 1Y | -45.6% | +11.0% | -56.6% | -56.4% |
| 3Y | +180.5% | +75.4% | +105.1% | -30.9% |
| All | +49.9% | +67.9% | -18.0% | -51.8% |
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