+677.4%
MSTR vs IVZ
+60.3%
+617.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | +7.7% | +1.2% | +6.6% | +7.3% |
| 30D | +36.3% | +1.8% | +34.6% | +35.4% |
| 3M | +13.4% | +15.7% | -2.3% | +4.8% |
| 6M | -4.5% | +36.3% | -40.8% | -19.5% |
| YTD | -12.7% | +24.9% | -37.6% | -22.3% |
| 1Y | -59.6% | +48.9% | -108.5% | -67.4% |
| 3Y | +272.5% | +136.8% | +135.7% | +130.3% |
| 5Y | +107.1% | +60.0% | +47.2% | +55.8% |
| 10Y | +677.4% | +63.4% | +614.0% | +455.0% |
| All | +677.4% | +60.3% | +617.0% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling