+696.1%
MSTR vs IWD
+726.5%
-30.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.6% |
| 7D | +12.2% | -0.3% | +12.4% | +12.7% |
| 30D | +45.2% | +0.6% | +44.6% | +44.3% |
| 3M | +10.4% | +7.2% | +3.2% | +1.8% |
| 6M | -2.5% | +16.2% | -18.7% | -17.9% |
| YTD | -6.0% | +23.3% | -29.4% | -25.8% |
| 1Y | -56.4% | +29.6% | -86.0% | -67.4% |
| 3Y | +306.3% | +70.5% | +235.8% | +132.5% |
| 5Y | +100.5% | +73.5% | +27.0% | +26.4% |
| 10Y | +741.1% | +198.3% | +542.8% | +190.4% |
| All | +696.1% | +726.5% | -30.4% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling