+554.5%
MSTR vs IWD
+212.1%
+342.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -5.6% |
| 7D | -4.0% | +1.3% | -5.2% | -5.6% |
| 30D | -18.6% | +3.6% | -22.2% | -22.5% |
| 3M | +25.6% | +2.3% | +23.2% | +22.0% |
| 6M | -33.1% | +13.0% | -46.1% | -43.7% |
| YTD | -17.3% | +26.2% | -43.5% | -39.9% |
| 1Y | -48.1% | +30.5% | -78.5% | -64.1% |
| 3Y | +154.2% | +86.2% | +68.0% | +15.7% |
| 5Y | +46.2% | +72.9% | -26.7% | -20.2% |
| 10Y | +554.5% | +205.0% | +349.5% | +143.0% |
| All | +554.5% | +212.1% | +342.5% | +143.0% |
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