+491.1%
MSTR vs IVV
+724.3%
-233.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -3.0% |
| 7D | -8.7% | -4.8% | -3.9% | -1.6% |
| 30D | -21.4% | -5.9% | -15.5% | -13.5% |
| 3M | +31.4% | -4.5% | +36.0% | +42.7% |
| 6M | -30.8% | +1.8% | -32.7% | -30.7% |
| YTD | -14.9% | +8.4% | -23.3% | -20.3% |
| 1Y | -49.3% | +9.4% | -58.7% | -53.1% |
| 3Y | +184.8% | +75.3% | +109.6% | +50.6% |
| 5Y | +62.1% | +67.8% | -5.6% | +6.5% |
| 10Y | +580.0% | +314.2% | +265.8% | +42.7% |
| All | +491.1% | +724.3% | -233.2% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling