+526.8%
MSTR vs IWD
+203.8%
+323.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | +1.6% | -12.3% | -12.6% |
| 30D | -21.6% | +3.6% | -25.1% | -25.3% |
| 3M | +24.4% | +2.0% | +22.3% | +21.4% |
| 6M | -35.5% | +13.1% | -48.5% | -45.7% |
| YTD | -20.3% | +26.2% | -46.5% | -42.1% |
| 1Y | -49.3% | +29.6% | -78.9% | -64.6% |
| 3Y | +137.8% | +84.3% | +53.5% | +9.6% |
| 5Y | +48.3% | +73.4% | -25.1% | -19.2% |
| 10Y | +526.8% | +202.4% | +324.3% | +133.5% |
| All | +526.8% | +203.8% | +323.0% | +133.5% |
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