+536.9%
MSTR vs IWD
+203.6%
+333.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.4% |
| 7D | -14.2% | -0.6% | -13.6% | -13.3% |
| 30D | -19.9% | +3.6% | -23.5% | -23.7% |
| 3M | +27.3% | +2.7% | +24.7% | +23.2% |
| 6M | -37.6% | +13.2% | -50.8% | -47.6% |
| YTD | -19.5% | +26.8% | -46.2% | -41.8% |
| 1Y | -47.1% | +29.3% | -76.4% | -62.9% |
| 3Y | +140.3% | +85.1% | +55.1% | +10.0% |
| 5Y | +49.5% | +74.2% | -24.7% | -19.2% |
| All | +536.9% | +203.6% | +333.3% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling