+40.4%
MSTR vs IWD
+72.9%
-32.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -3.0% |
| 7D | -13.4% | +2.3% | -15.7% | -18.6% |
| 30D | -22.1% | +3.6% | -25.7% | -28.8% |
| 3M | +15.0% | +2.2% | +12.8% | +9.3% |
| 6M | -37.3% | +13.0% | -50.3% | -54.5% |
| YTD | -26.5% | +26.5% | -53.1% | -59.7% |
| 1Y | -46.5% | +30.1% | -76.6% | -72.9% |
| 3Y | +121.1% | +84.9% | +36.2% | -55.0% |
| All | +40.4% | +72.9% | -32.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling