+120.4%
MSTR vs IWD
+73.6%
+46.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | +0.4% |
| 7D | +12.2% | -0.3% | +12.4% | +13.3% |
| 30D | +45.2% | +0.6% | +44.6% | +43.0% |
| 3M | +10.4% | +7.2% | +3.2% | -8.2% |
| 6M | -2.5% | +16.2% | -18.7% | -34.1% |
| YTD | -6.0% | +23.3% | -29.4% | -45.1% |
| 1Y | -56.4% | +29.6% | -86.0% | -77.6% |
| 3Y | +306.3% | +70.5% | +235.8% | +3.5% |
| All | +120.4% | +73.6% | +46.7% | -35.0% |
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 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